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
SAGXSZGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259919
Last Value
297.83
+4.70 (+1.60%)
As of CET
Week to Week Change
2.28%
52 Week Change
15.83%
Year to Date Change
10.04%
Daily Low
297.83
Daily High
297.83
52 Week Low
242.15 — 26 Oct 2023
52 Week High
297.83 — 26 Sep 2024
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| Metro Inc. Cl A | CA |
| VAT GROUP AG | CH |
| ALFA LAVAL | SE |
| PANDORA | DK |
| SYMRISE | DE |
| COVESTRO | DE |
| BCO SABADELL | ES |
| QIAGEN | DE |
| BANK OF IRELAND GROUP | IE |
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Low
High
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