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
SAGXLRP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260792
Last Value
206.33
+1.79 (+0.88%)
As of CET
Week to Week Change
0.26%
52 Week Change
14.30%
Year to Date Change
9.48%
Daily Low
204.47
Daily High
206.86
52 Week Low
178.62 — 8 Nov 2023
52 Week High
209.28 — 18 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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