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
SAGXQUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259539
Last Value
183.45
+0.17 (+0.09%)
As of
CETWeek to Week Change
0.64%
52 Week Change
10.97%
Year to Date Change
-0.05%
Daily Low
183.33
Daily High
183.49
52 Week Low
153.2 — 15 Mar 2023
52 Week High
185.91 — 28 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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