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
288.13
+0.76 (+0.26%)
As of CET
Week to Week Change
-1.53%
52 Week Change
12.98%
Year to Date Change
6.45%
Daily Low
288.13
Daily High
288.13
52 Week Low
255.03 — 17 Nov 2023
52 Week High
302.23 — 27 Sep 2024
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| PANDORA | DK |
| Metro Inc. Cl A | CA |
| ALFA LAVAL | SE |
| BE SEMICONDUCTOR | NL |
| VAT GROUP AG | CH |
| SYMRISE | DE |
| BCO SABADELL | ES |
| QIAGEN | DE |
| T&D Holdings Inc. | JP |
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