Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAGXMOGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259844
Last Value
324.9
+0.51 (+0.16%)
As of CET
Week to Week Change
1.57%
52 Week Change
17.91%
Year to Date Change
6.74%
Daily Low
324.9
Daily High
324.9
52 Week Low
261.63 — 17 Mar 2023
52 Week High
324.9 — 7 Feb 2024
Top 10 Components
| UNICREDIT | IT |
| ROLLS ROYCE HLDG | GB |
| NOVO NORDISK B | DK |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| Disco Corp. | JP |
| HERMES INTERNATIONAL | FR |
| RHEINMETALL | DE |
| Mitsubishi UFJ Financial Group | JP |
| PUBLICIS GRP | FR |
| Cameco Corp. | CA |
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Low
High
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