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
SAGXQUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259539
Last Value
185.77
+0.79 (+0.43%)
As of CET
Week to Week Change
1.99%
52 Week Change
13.13%
Year to Date Change
1.21%
Daily Low
184.75
Daily High
185.99
52 Week Low
155.27 — 31 Oct 2023
52 Week High
191.75 — 8 Mar 2024
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| Tokyo Electron Ltd. | JP |
| FORTESCUE | AU |
| Disco Corp. | JP |
| INTESA SANPAOLO | IT |
| Advantest Corp. | JP |
| HERMES INTERNATIONAL | FR |
| KUEHNE + NAGEL | CH |
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Low
High
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