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
SAGXQUGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260008
Last Value
316.71
+2.11 (+0.67%)
As of CET
Week to Week Change
1.50%
52 Week Change
18.03%
Year to Date Change
3.73%
Daily Low
316.71
Daily High
316.71
52 Week Low
266.57 — 31 Oct 2023
52 Week High
321.01 — 21 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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