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
SAGXQUP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259745
Last Value
208.73
+1.29 (+0.62%)
As of
CETWeek to Week Change
1.70%
52 Week Change
10.59%
Year to Date Change
9.80%
Daily Low
207.52
Daily High
209.06
52 Week Low
173.59 — 29 Sep 2022
52 Week High
210.41 — 28 Jul 2023
Top 10 Components
NOVO NORDISK B | Health Care | DK |
PARTNERS GRP HLDG | Financial Services | CH |
BP | Energy | GB |
3I GROUP PLC. | Financial Services | GB |
Tokyo Electron Ltd. | Technology | JP |
EQUINOR | Energy | NO |
BHP GROUP LTD. | Basic Resources | AU |
Fortescue Metals Group Ltd. | Basic Resources | AU |
Disco Corp. | Technology | JP |
KUEHNE + NAGEL | Industrial Goods and Services | CH |
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Low
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