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
SAGXMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260669
Last Value
353.87
-0.25 (-0.07%)
As of
CETDaily Low
353.87
Daily High
353.87
Top 10 Components
3I GROUP PLC. | GB |
Fairfax Financial Holdings Ltd | CA |
GRP SOCIETE GENERALE | FR |
INVESTOR B | SE |
UNICREDIT | IT |
Oversea-Chinese Banking Corp. | SG |
NIPPON STEEL | JP |
HEIDELBERG MATERIALS | DE |
VOLKSWAGEN PREF | DE |
ORANGE | FR |
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