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
SAGXQUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259208
Bloomberg
SAGXQUGV INDEX
Last Value
253.31
-2.16 (-0.85%)
As of
CETWeek to Week Change
-3.68%
52 Week Change
0.45%
Year to Date Change
0.39%
Daily Low
253.31
Daily High
253.31
52 Week Low
243.55 — 17 Jan 2024
52 Week High
281.76 — 27 Sep 2024
Top 10 Components
NOVO NORDISK B | DK |
PARTNERS GRP HLDG | CH |
3I GROUP PLC. | GB |
Chugai Pharmaceutical Co. Ltd. | JP |
GRP SOCIETE GENERALE | FR |
INVESTOR B | SE |
FORTESCUE | AU |
Disco Corp. | JP |
RECRUIT HOLDINGS | JP |
Hoya Corp. | JP |
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