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
SAGXMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260628
Last Value
319.03
-2.34 (-0.73%)
As of
CETWeek to Week Change
0.56%
52 Week Change
12.46%
Year to Date Change
7.69%
Daily Low
319.03
Daily High
319.03
52 Week Low
270.91 — 23 Oct 2023
52 Week High
323.74 — 20 May 2024
Top 10 Components
3I GROUP PLC. | GB |
INVESTOR B | SE |
UNICREDIT | IT |
Fairfax Financial Holdings Ltd | CA |
Oversea-Chinese Banking Corp. | SG |
GRP SOCIETE GENERALE | FR |
STELLANTIS | IT |
VOLKSWAGEN PREF | DE |
NIPPON STEEL | JP |
ORANGE | FR |
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