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
SAGXLRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260305
Last Value
236.97
-2.61 (-1.09%)
As of CET
Week to Week Change
0.11%
52 Week Change
18.34%
Year to Date Change
9.75%
Daily Low
236.97
Daily High
236.97
52 Week Low
199.56 — 8 Nov 2023
52 Week High
249.31 — 27 Sep 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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