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
22:15-22:15 CET
ISIN
CH0512259919
Last Value
280.99
+1.49 (+0.53%)
As of CET
Week to Week Change
0.35%
52 Week Change
9.24%
Year to Date Change
3.82%
Daily Low
280.99
Daily High
280.99
52 Week Low
242.15 — 26 Oct 2023
52 Week High
283.63 — 28 Mar 2024
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| INTERCONTINENTAL HOTELS GRP | GB |
| PRYSMIAN | IT |
| VAT GROUP AG | CH |
| PANDORA | DK |
| ALFA LAVAL | SE |
| BANK OF IRELAND GROUP | IE |
| Santos Ltd. | AU |
| EIFFAGE | FR |
| SYMRISE | DE |
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Low
High
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