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
SAGXLRL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260081
Last Value
171.7
-0.19 (-0.11%)
As of
CETWeek to Week Change
2.20%
52 Week Change
15.97%
Year to Date Change
10.24%
Daily Low
171.56
Daily High
172.24
52 Week Low
141.26 — 4 Oct 2023
52 Week High
172.23 — 28 Aug 2024
Top 10 Components
DEUTSCHE BOERSE | DE |
COMPASS GRP | GB |
DANONE | FR |
NOVARTIS | CH |
Oversea-Chinese Banking Corp. | SG |
ZURICH INSURANCE GROUP | CH |
Central Japan Railway Co. | JP |
UNILEVER PLC | GB |
Takeda Pharmaceutical Co. Ltd. | JP |
INTACT FINANCIAL | CA |
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