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
SAGXLRP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260792
Last Value
243.43
-0.96 (-0.39%)
As of CET
Week to Week Change
0.90%
52 Week Change
12.91%
Year to Date Change
10.15%
Daily Low
243.4
Daily High
244.43
52 Week Low
213.69 — 25 Sep 2025
52 Week High
247.9 — 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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