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
SAGXVAV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259620
Last Value
183.91
+0.45 (+0.25%)
As of CET
Week to Week Change
1.80%
52 Week Change
25.51%
Year to Date Change
12.79%
Daily Low
183.91
Daily High
183.91
52 Week Low
140.98 — 31 May 2023
52 Week High
183.91 — 17 May 2024
Top 10 Components
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| STELLANTIS | IT |
| VOLKSWAGEN PREF | DE |
| Fairfax Financial Holdings Ltd | CA |
| GRP SOCIETE GENERALE | FR |
| VODAFONE GRP | GB |
| STANDARD CHARTERED | GB |
| 3I GROUP PLC. | GB |
| Prosus | NL |
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