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
160.26
-1.22 (-0.76%)
As of CET
Week to Week Change
-0.12%
52 Week Change
3.86%
Year to Date Change
2.90%
Daily Low
160.09
Daily High
161.16
52 Week Low
141.26 — 4 Oct 2023
52 Week High
161.71 — 18 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 |
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