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
SAGXLRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260057
Last Value
373.75
-0.41 (-0.11%)
As of CET
Week to Week Change
1.02%
52 Week Change
17.64%
Year to Date Change
15.19%
Daily Low
373.75
Daily High
373.75
52 Week Low
314.85 — 19 Nov 2025
52 Week High
374.16 — 16 Oct 2026
Top 10 Components
| IBERDROLA | ES |
| Royal Bank of Canada | CA |
| AIR LIQUIDE | FR |
| Toronto-Dominion Bank | CA |
| DEUTSCHE BOERSE | DE |
| ASML HLDG | NL |
| Transurban Group | AU |
| Bank of Nova Scotia | CA |
| United Overseas Bank Ltd. | SG |
| Canon Inc. | JP |
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Low
High
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