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
22:30-22:30 CET
ISIN
CH0512259620
Last Value
249.71
+2.37 (+0.96%)
As of CET
Week to Week Change
0.21%
52 Week Change
40.89%
Year to Date Change
42.99%
Daily Low
249.71
Daily High
249.71
52 Week Low
170.8899 — 19 Dec 2024
52 Week High
251.57 — 29 Oct 2025
Top 10 Components
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| STANDARD CHARTERED | GB |
| RWE | DE |
| Central Japan Railway Co. | JP |
| MERCEDES-BENZ GROUP | DE |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| KIOXIA HOLDINGS | JP |
| BMW | DE |
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