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
SAGXVAGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259901
Last Value
303.19
+1.31 (+0.43%)
As of CET
Week to Week Change
-0.06%
52 Week Change
30.01%
Year to Date Change
25.23%
Daily Low
303.19
Daily High
303.19
52 Week Low
223.56 — 9 Apr 2025
52 Week High
304.96 — 8 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$797.53
-6.27
1Y Return
14.83%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.24
-3.10
1Y Return
12.10%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$526.42
-5.97
1Y Return
11.53%
1Y Volatility
0.20%
STOXX® Global Total Market - USD (Gross Return)
$411.54
-2.63
1Y Return
18.23%
1Y Volatility
0.14%
STOXX® World AC All Cap - USD (Gross Return)
$13129.46
-78.51
1Y Return
18.34%
1Y Volatility
0.14%