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
SAGXLRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260040
Bloomberg
SAGXLRGV INDEX
Last Value
329.39
-1.10 (-0.33%)
As of CET
Week to Week Change
-1.36%
52 Week Change
17.40%
Year to Date Change
5.85%
Daily Low
329.39
Daily High
329.39
52 Week Low
280.58 — 25 Apr 2025
52 Week High
338.1 — 27 Feb 2026
Top 10 Components
| Royal Bank of Canada | CA |
| Oversea-Chinese Banking Corp. | SG |
| AIR LIQUIDE | FR |
| Toronto-Dominion Bank | CA |
| IBERDROLA | ES |
| DEUTSCHE BOERSE | DE |
| Bank of Nova Scotia | CA |
| National Bank of Canada | CA |
| ENI | IT |
| NOVARTIS | CH |
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