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
22:15-22:15 CET
ISIN
CH0512260529
Last Value
297.97
+1.26 (+0.42%)
As of CET
Week to Week Change
0.54%
52 Week Change
10.50%
Year to Date Change
6.84%
Daily Low
297.97
Daily High
297.97
52 Week Low
261.2 — 23 Oct 2023
52 Week High
297.97 — 23 Jul 2024
Top 10 Components
| COMPASS GRP | GB |
| DEUTSCHE BOERSE | DE |
| Oversea-Chinese Banking Corp. | SG |
| DANONE | FR |
| NOVARTIS | CH |
| Central Japan Railway Co. | JP |
| ZURICH INSURANCE GROUP | CH |
| INTACT FINANCIAL | CA |
| Takeda Pharmaceutical Co. Ltd. | JP |
| ORANGE | FR |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€169.84
-0.15
1Y Return
3.25%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR
€242.55
-0.23
1Y Return
-1.04%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR
€132.96
+0.80
1Y Return
2.28%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR
€170.11
+0.81
1Y Return
3.02%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®)
€16.1458
-0.78
1Y Return
7.89%
1Y Volatility
0.80%