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
SAGXLRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260529
Last Value
313.49
+0.16 (+0.05%)
As of
CETWeek to Week Change
-0.35%
52 Week Change
18.42%
Year to Date Change
12.41%
Daily Low
313.49
Daily High
313.49
52 Week Low
261.2 — 23 Oct 2023
52 Week High
317.68 — 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 |
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