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
SAGXLRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260040
Bloomberg
SAGXLRGV INDEX
Last Value
263.76
-0.91 (-0.34%)
As of
CETWeek to Week Change
-1.17%
52 Week Change
21.61%
Year to Date Change
14.43%
Daily Low
263.76
Daily High
263.76
52 Week Low
208 — 4 Oct 2023
52 Week High
266.87 — 16 Sep 2024
Top 10 Components
COMPASS GRP | GB |
DANONE | FR |
DEUTSCHE BOERSE | DE |
Oversea-Chinese Banking Corp. | SG |
INTACT FINANCIAL | CA |
UNILEVER PLC | GB |
ZURICH INSURANCE GROUP | CH |
Enbridge Inc. | CA |
ORANGE | FR |
NOVARTIS | CH |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€178.93
+0.72
1Y Return
14.82%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€252.71
+0.47
1Y Return
6.31%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€137.32
+1.11
1Y Return
13.01%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€174
+0.75
1Y Return
11.05%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€20.2537
-0.97
1Y Return
8.62%
1Y Volatility
1.00%