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
312.35
+1.02 (+0.33%)
As of CET
Week to Week Change
0.25%
52 Week Change
17.39%
Year to Date Change
12.00%
Daily Low
312.35
Daily High
312.35
52 Week Low
263.2799 — 8 Nov 2023
52 Week High
319.55 — 17 Oct 2024
Top 10 Components
| COMPASS GRP | GB |
| DANONE | FR |
| Oversea-Chinese Banking Corp. | SG |
| DEUTSCHE BOERSE | DE |
| INTACT FINANCIAL | CA |
| Enbridge Inc. | CA |
| WASTE CONNECTIONS | CA |
| ZURICH INSURANCE GROUP | CH |
| UNILEVER PLC | GB |
| SHELL | GB |
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