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
SAGXQUR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259547
Last Value
308
-1.29 (-0.42%)
As of
CETWeek to Week Change
0.67%
52 Week Change
16.85%
Year to Date Change
6.03%
Daily Low
308
Daily High
308
52 Week Low
253.74 — 31 Oct 2023
52 Week High
310.52 — 12 Jul 2024
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
PARTNERS GRP HLDG | CH |
Chugai Pharmaceutical Co. Ltd. | JP |
GRP SOCIETE GENERALE | FR |
Disco Corp. | JP |
FORTESCUE | AU |
Tokyo Electron Ltd. | JP |
KUEHNE + NAGEL | CH |
INVESTOR B | SE |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$641.12
+6.01
1Y Return
15.88%
1Y Volatility
0.10%
STOXX® Europe 600
€512.83
+4.20
1Y Return
8.71%
1Y Volatility
0.10%
STOXX® USA 500
$420.99
+4.68
1Y Return
20.72%
1Y Volatility
0.12%
STOXX® Global Total Market
$322.94
+2.81
1Y Return
17.28%
1Y Volatility
0.10%
STOXX® World AC All Cap
$10276.06
+93.73
1Y Return
16.33%
1Y Volatility
0.10%