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
SAGXLRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260040
Bloomberg
SAGXLRGV INDEX
Last Value
254.93
+0.85 (+0.33%)
As of CET
Week to Week Change
-0.85%
52 Week Change
18.25%
Year to Date Change
10.60%
Daily Low
254.93
Daily High
254.93
52 Week Low
212.87 — 8 Nov 2023
52 Week High
267.57 — 27 Sep 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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