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
SAGXQUGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259208
Bloomberg
SAGXQUGV INDEX
Last Value
263.55
-3.12 (-1.17%)
As of
CETWeek to Week Change
-2.31%
52 Week Change
11.54%
Year to Date Change
4.45%
Daily Low
263.55
Daily High
263.55
52 Week Low
212.78 — 31 Oct 2023
52 Week High
269.77 — 12 Jul 2024
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
PARTNERS GRP HLDG | CH |
Chugai Pharmaceutical Co. Ltd. | JP |
GRP SOCIETE GENERALE | FR |
INVESTOR B | SE |
Hoya Corp. | JP |
KUEHNE + NAGEL | CH |
Disco Corp. | JP |
FORTESCUE | AU |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$666.82
+5.28
1Y Return
22.58%
1Y Volatility
0.11%
STOXX® Europe 600
€525.05
+0.48
1Y Return
14.59%
1Y Volatility
0.10%
STOXX® USA 500
$436.25
+4.48
1Y Return
25.93%
1Y Volatility
0.13%
STOXX® Global Total Market
$335
+2.48
1Y Return
23.74%
1Y Volatility
0.11%
STOXX® World AC All Cap
$10651.01
+80.41
1Y Return
23.14%
1Y Volatility
0.11%