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
SAGXSZP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259356
Last Value
209.98
+0.35 (+0.17%)
As of
CETWeek to Week Change
0.35%
52 Week Change
3.41%
Year to Date Change
2.33%
Daily Low
209.44
Daily High
209.99
52 Week Low
178.5 — 7 Apr 2025
52 Week High
212.95 — 18 Feb 2025
Top 10 Components
Fairfax Financial Holdings Ltd | CA |
BCO SABADELL | ES |
SAAB B | SE |
Metro Inc. Cl A | CA |
BANK OF IRELAND GROUP | IE |
PANDORA | DK |
EIFFAGE | FR |
ALFA LAVAL | SE |
VAT GROUP AG | CH |
FRESENIUS MEDICAL CARE | DE |
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