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
SAGXLRP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260792
Last Value
191.48
+0.60 (+0.31%)
As of CET
Week to Week Change
0.16%
52 Week Change
3.26%
Year to Date Change
1.60%
Daily Low
190.48
Daily High
191.9
52 Week Low
177.27 — 27 Oct 2023
52 Week High
194.98 — 27 Mar 2024
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| DEUTSCHE BOERSE | DE |
| COMPASS GRP | GB |
| DANONE | FR |
| Royal Bank of Canada | CA |
| UNILEVER PLC | GB |
| ORANGE | FR |
| ZURICH INSURANCE GROUP | CH |
| NOVARTIS | CH |
| BAE SYSTEMS | GB |
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Low
High
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