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
SAGXMFL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260289
Last Value
189.65
+0.21 (+0.11%)
As of
CETWeek to Week Change
2.23%
52 Week Change
11.81%
Year to Date Change
5.87%
Daily Low
189.05
Daily High
189.99
52 Week Low
158.53 — 4 Oct 2023
52 Week High
192.12 — 28 Aug 2024
Top 10 Components
3I GROUP PLC. | GB |
INVESTOR B | SE |
Fairfax Financial Holdings Ltd | CA |
UNICREDIT | IT |
Oversea-Chinese Banking Corp. | SG |
NIPPON STEEL | JP |
VOLKSWAGEN PREF | DE |
STELLANTIS | IT |
ORANGE | FR |
GRP SOCIETE GENERALE | FR |
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