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
SAGXLRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260057
Last Value
277.75
+1.89 (+0.69%)
As of CET
Week to Week Change
1.07%
52 Week Change
10.53%
Year to Date Change
6.31%
Daily Low
277.75
Daily High
277.75
52 Week Low
244.9 — 23 Oct 2023
52 Week High
284.67 — 31 Jul 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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