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
SAGXLRL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260081
Last Value
208.57
+0.56 (+0.27%)
As of CET
Week to Week Change
0.34%
52 Week Change
20.97%
Year to Date Change
6.35%
Daily Low
206.91
Daily High
208.64
52 Week Low
163.87 — 7 Apr 2025
52 Week High
208.11 — 20 Feb 2026
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| DANONE | FR |
| ORANGE | FR |
| DEUTSCHE BOERSE | DE |
| Royal Bank of Canada | CA |
| Toyota Industries Corp. | JP |
| NOVARTIS | CH |
| SHELL | GB |
| AIR LIQUIDE | FR |
| National Bank of Canada | CA |
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Low
High
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