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
397.8
+3.04 (+0.77%)
As of CET
Week to Week Change
1.27%
52 Week Change
17.63%
Year to Date Change
13.45%
Daily Low
397.8
Daily High
397.8
52 Week Low
336.85 — 25 Sep 2025
52 Week High
402.47 — 7 Aug 2026
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| Royal Bank of Canada | CA |
| Toronto-Dominion Bank | CA |
| Bank of Nova Scotia | CA |
| ASML HLDG | NL |
| DEUTSCHE BOERSE | DE |
| AIR LIQUIDE | FR |
| IBERDROLA | ES |
| Transurban Group | AU |
| National Bank of Canada | CA |
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Low
High
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