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
SAGXSZGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260750
Bloomberg
SAGXSZGV INDEX
Last Value
242.8
+2.84 (+1.18%)
As of CET
Week to Week Change
2.19%
52 Week Change
14.36%
Year to Date Change
8.55%
Daily Low
242.8
Daily High
242.8
52 Week Low
192.8 — 26 Oct 2023
52 Week High
242.8 — 23 Aug 2024
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| PANDORA | DK |
| VAT GROUP AG | CH |
| ALFA LAVAL | SE |
| SYMRISE | DE |
| INTERCONTINENTAL HOTELS GRP | GB |
| Metro Inc. Cl A | CA |
| BANK OF IRELAND GROUP | IE |
| BCO SABADELL | ES |
| Santos Ltd. | AU |
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Low
High
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