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
288.13
-2.53 (-0.87%)
As of CET
Week to Week Change
-1.46%
52 Week Change
16.84%
Year to Date Change
9.95%
52 Week Low
238.4 — 30 Sep 2022
52 Week High
294.51 — 15 Sep 2023
Top 10 Components
| UNICREDIT | Banks | IT |
| NOVO NORDISK B | Health Care | DK |
| BCO BILBAO VIZCAYA ARGENTARIA | Banks | ES |
| ROLLS ROYCE HLDG | Industrial Goods and Services | GB |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| Mitsubishi UFJ Financial Group | Banks | JP |
| PUBLICIS GRP | Media | FR |
| Sumitomo Mitsui Financial Grou | Banks | JP |
| Disco Corp. | Technology | JP |
| Mizuho Financial Group Inc. | Banks | JP |
Zoom
Low
High
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