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
SAGXLRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260529
Last Value
345.56
+1.52 (+0.44%)
As of CET
Week to Week Change
1.38%
52 Week Change
9.95%
Year to Date Change
7.88%
Daily Low
345.56
Daily High
345.56
52 Week Low
307.86 — 7 Apr 2025
52 Week High
345.56 — 22 Oct 2025
Top 10 Components
| DANONE | FR |
| ORANGE | FR |
| Oversea-Chinese Banking Corp. | SG |
| DEUTSCHE BOERSE | DE |
| Royal Bank of Canada | CA |
| COMPASS GRP | GB |
| ZURICH INSURANCE GROUP | CH |
| Central Japan Railway Co. | JP |
| SHELL | GB |
| Toronto-Dominion Bank | CA |
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