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
SAGXMFP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260503
Last Value
274.52
-1.48 (-0.54%)
As of CET
Week to Week Change
-0.32%
52 Week Change
16.63%
Year to Date Change
17.17%
Daily Low
274.52
Daily High
276.07
52 Week Low
218.28 — 7 Apr 2025
52 Week High
277.35 — 13 Nov 2025
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| 3I GROUP PLC. | GB |
| IMPERIAL BRANDS | GB |
| Oversea-Chinese Banking Corp. | SG |
| Fairfax Financial Holdings Ltd | CA |
| HEIDELBERG MATERIALS | DE |
| VOLKSWAGEN PREF | DE |
| ORANGE | FR |
| REPSOL | ES |
| Inpex Corp. | JP |
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