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
SAGXQUGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260008
Last Value
294.27
-0.07 (-0.02%)
As of CET
Week to Week Change
0.45%
52 Week Change
12.70%
Year to Date Change
16.45%
Daily Low
294.27
Daily High
294.27
52 Week Low
250.72 — 20 Dec 2022
52 Week High
294.3399 — 11 Dec 2023
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| Tokyo Electron Ltd. | JP |
| FORTESCUE | AU |
| Advantest Corp. | JP |
| INTESA SANPAOLO | IT |
| Disco Corp. | JP |
| HERMES INTERNATIONAL | FR |
| KUEHNE + NAGEL | CH |
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