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
180.92
-0.02 (-0.01%)
As of CET
Daily Low
180.92
Daily High
180.92
Top 10 Components
| BARCLAYS | GB |
| STELLANTIS | IT |
| DEUTSCHE BANK | DE |
| VOLKSWAGEN PREF | DE |
| GRP SOCIETE GENERALE | FR |
| VODAFONE GRP | GB |
| NIPPON STEEL | JP |
| STANDARD CHARTERED | GB |
| Fairfax Financial Holdings Ltd | CA |
| Central Japan Railway Co. | JP |
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