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
SAGXQUR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259547
Last Value
306.01
+2.67 (+0.88%)
As of
CETWeek to Week Change
1.01%
52 Week Change
17.57%
Year to Date Change
5.34%
Daily Low
306.01
Daily High
306.01
52 Week Low
260.2799 — 7 Nov 2023
52 Week High
316.3 — 27 Sep 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 |
FORTESCUE | AU |
Disco Corp. | JP |
INVESTOR B | SE |
Hoya Corp. | JP |
HERMES INTERNATIONAL | FR |
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