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
SAGXSZL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260198
Last Value
173.64
+0.43 (+0.25%)
As of CET
Week to Week Change
-3.40%
52 Week Change
21.00%
Year to Date Change
7.24%
Daily Low
173.14
Daily High
173.78
52 Week Low
139.88 — 26 Oct 2023
52 Week High
179.76 — 27 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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