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
SAGXMOP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259174
Last Value
260.28
+1.14 (+0.44%)
As of CET
Week to Week Change
0.30%
52 Week Change
26.98%
Year to Date Change
17.82%
Daily Low
258.99
Daily High
261.78
52 Week Low
200.6699 — 31 Oct 2023
52 Week High
262.44 — 28 Mar 2024
Top 10 Components
| UNICREDIT | IT |
| ROLLS ROYCE HLDG | GB |
| NOVO NORDISK B | DK |
| Disco Corp. | JP |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
| RHEINMETALL | DE |
| HERMES INTERNATIONAL | FR |
| Mitsubishi UFJ Financial Group | JP |
| Advantest Corp. | JP |
| PUBLICIS GRP | FR |
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Low
High
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