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
227.55
+1.71 (+0.76%)
As of CET
Week to Week Change
2.21%
52 Week Change
11.72%
Year to Date Change
2.45%
Daily Low
225.85
Daily High
227.72
52 Week Low
190.44 — 20 Mar 2023
52 Week High
225.96 — 13 Feb 2024
Top 10 Components
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| PARTNERS GRP HLDG | CH |
| Tokyo Electron Ltd. | JP |
| FORTESCUE | AU |
| Disco Corp. | JP |
| Advantest Corp. | JP |
| INTESA SANPAOLO | IT |
| HERMES INTERNATIONAL | FR |
| KUEHNE + NAGEL | CH |
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Low
High
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