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
SAGXMFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260669
Last Value
313.45
+0.11 (+0.04%)
As of CET
Week to Week Change
-0.94%
52 Week Change
11.85%
Year to Date Change
-0.46%
Daily Low
313.45
Daily High
313.45
52 Week Low
272.58 — 20 Mar 2023
52 Week High
316.43 — 15 Jan 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| STELLANTIS | IT |
| UNICREDIT | IT |
| Oversea-Chinese Banking Corp. | SG |
| INVESTOR B | SE |
| Fairfax Financial Holdings Ltd | CA |
| NOVO NORDISK B | DK |
| ORANGE | FR |
| BMW | DE |
| GRP SOCIETE GENERALE | FR |
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