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
SAGXQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259208
Bloomberg
SAGXQUGV INDEX
Last Value
288.9
-2.34 (-0.80%)
As of CET
Week to Week Change
0.54%
52 Week Change
11.39%
Year to Date Change
12.77%
Daily Low
288.9
Daily High
288.9
52 Week Low
234.44 — 7 Apr 2025
52 Week High
291.8399 — 26 May 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| NOVO NORDISK B | DK |
| PARTNERS GRP HLDG | CH |
| Chugai Pharmaceutical Co. Ltd. | JP |
| INVESTOR B | SE |
| Hong Kong Exchanges & Clearing | HK |
| FORTESCUE | AU |
| XERO | AU |
| GEBERIT | CH |
| GRP SOCIETE GENERALE | FR |
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