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
SAGXSZL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260198
Last Value
172.49
+0.63 (+0.37%)
As of CET
Week to Week Change
0.23%
52 Week Change
8.81%
Year to Date Change
6.53%
Daily Low
171.89
Daily High
173.2
52 Week Low
139.88 — 26 Oct 2023
52 Week High
172.62 — 27 Aug 2024
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| PANDORA | DK |
| VAT GROUP AG | CH |
| ALFA LAVAL | SE |
| SYMRISE | DE |
| INTERCONTINENTAL HOTELS GRP | GB |
| Metro Inc. Cl A | CA |
| BANK OF IRELAND GROUP | IE |
| BCO SABADELL | ES |
| Santos Ltd. | 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%