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
00:00-22:30 CET
ISIN
CH0512259422
Last Value
304.7
+0.87 (+0.29%)
As of CET
Week to Week Change
-0.73%
52 Week Change
41.90%
Year to Date Change
41.09%
Daily Low
303.11
Daily High
305.39
52 Week Low
212.71 — 20 Nov 2024
52 Week High
310.2799 — 8 Oct 2025
Top 10 Components
| SIEMENS ENERGY | DE |
| GRP SOCIETE GENERALE | FR |
| RHEINMETALL | DE |
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| Fujikura Ltd. | JP |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| XIAOMI | HK |
| Mitsubishi Heavy Industries Lt | JP |
| IMPERIAL BRANDS | GB |
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