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
SAGXMOL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259422
Last Value
206.17
+1.84 (+0.90%)
As of CET
Week to Week Change
2.26%
52 Week Change
21.24%
Year to Date Change
12.93%
Daily Low
204.22
Daily High
206.48
52 Week Low
159.99 — 4 Oct 2023
52 Week High
214.49 — 4 Apr 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$609.14
+2.68
1Y Return
17.65%
1Y Volatility
0.10%
STOXX® Europe 600
€508.34
+0.36
1Y Return
8.88%
1Y Volatility
0.10%
STOXX® USA 500
$394.33
+1.29
1Y Return
23.42%
1Y Volatility
0.12%
STOXX® Global Total Market
$303.78
+2.56
1Y Return
18.87%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9709.39
+29.22
1Y Return
18.70%
1Y Volatility
0.10%