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
SAGXMOV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259646
Last Value
427.1
-1.54 (-0.36%)
As of CET
Week to Week Change
1.29%
52 Week Change
43.80%
Year to Date Change
47.94%
Daily Low
427.1
Daily High
427.1
52 Week Low
284.89 — 13 Jan 2025
52 Week High
428.64 — 11 Dec 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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