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
308.72
+1.26 (+0.41%)
As of
CETWeek to Week Change
-1.65%
52 Week Change
15.22%
Year to Date Change
3.51%
Daily Low
308.72
Daily High
308.72
52 Week Low
263.64 — 17 Apr 2024
52 Week High
314.79 — 3 Mar 2025
Top 10 Components
DANONE | FR |
DEUTSCHE BOERSE | DE |
COMPASS GRP | GB |
ORANGE | FR |
Oversea-Chinese Banking Corp. | SG |
WASTE CONNECTIONS | CA |
ZURICH INSURANCE GROUP | CH |
LONDON STOCK EXCHANGE | GB |
UNILEVER PLC | GB |
SHELL | GB |
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Low
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