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
SAGXLRV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260305
Last Value
206.26
-0.66 (-0.32%)
As of CET
Week to Week Change
2.04%
52 Week Change
12.61%
Year to Date Change
7.03%
52 Week Low
168.94 — 12 Oct 2022
52 Week High
212.97 — 28 Jul 2023
Top 10 Components
| Oversea-Chinese Banking Corp. | Banks | SG |
| SOFTBANK | Telecommunications | JP |
| UNILEVER PLC | Personal Care, Drug and Grocery Stores | GB |
| NOVARTIS | Health Care | CH |
| Royal Bank of Canada | Banks | CA |
| Enbridge Inc. | Energy | CA |
| East Japan Railway Co. | Industrial Goods and Services | JP |
| DANONE | Food, Beverage and Tobacco | FR |
| COMPASS GRP | Consumer Products and Services | GB |
| NESTLE | Food, Beverage and Tobacco | CH |
Zoom
Low
High
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