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
SAGXSZP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259356
Last Value
190.85
-0.08 (-0.04%)
As of CET
Week to Week Change
-1.71%
52 Week Change
0.94%
Year to Date Change
-2.58%
Daily Low
190.7
Daily High
191.58
52 Week Low
175.68 — 26 Oct 2023
52 Week High
197.13 — 31 Jul 2023
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| INTERCONTINENTAL HOTELS GRP | GB |
| PRYSMIAN | IT |
| VAT GROUP AG | CH |
| PANDORA | DK |
| BANK OF IRELAND GROUP | IE |
| ALFA LAVAL | SE |
| Santos Ltd. | AU |
| BE SEMICONDUCTOR | NL |
| SYMRISE | DE |
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