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
SAGXMFGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260206
Bloomberg
SAGXMFGV INDEX
Last Value
420.71
-4.02 (-0.95%)
As of CET
Week to Week Change
-0.24%
52 Week Change
23.66%
Year to Date Change
6.33%
Daily Low
420.71
Daily High
420.71
52 Week Low
340.21 — 19 Jun 2025
52 Week High
436.63 — 27 Feb 2026
Top 10 Components
| INVESTOR B | SE |
| Oversea-Chinese Banking Corp. | SG |
| ORANGE | FR |
| REPSOL | ES |
| IMPERIAL BRANDS | GB |
| 3I GROUP PLC. | GB |
| CK HUTCHISON HOLDINGS | HK |
| Fairfax Financial Holdings Ltd | CA |
| ORLEN | PL |
| SANDOZ GROUP | CH |
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