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
SAGXQUGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260008
Last Value
318.4
+4.66 (+1.49%)
As of
CETWeek to Week Change
3.61%
52 Week Change
16.48%
Year to Date Change
4.28%
Daily Low
318.4
Daily High
318.4
52 Week Low
266.57 — 31 Oct 2023
52 Week High
327.44 — 12 Jul 2024
Top 10 Components
NOVO NORDISK B | DK |
3I GROUP PLC. | GB |
PARTNERS GRP HLDG | CH |
Chugai Pharmaceutical Co. Ltd. | JP |
GRP SOCIETE GENERALE | FR |
INVESTOR B | SE |
Hoya Corp. | JP |
KUEHNE + NAGEL | CH |
Disco Corp. | JP |
FORTESCUE | AU |
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Low
High
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