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
SAGXQUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259539
Last Value
183.85
-0.32 (-0.17%)
As of
CETWeek to Week Change
-0.63%
52 Week Change
11.80%
Year to Date Change
0.16%
Daily Low
183.64
Daily High
184.34
52 Week Low
155.27 — 31 Oct 2023
52 Week High
191.75 — 8 Mar 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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