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
SAGXLRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260305
Last Value
280.56
+1.41 (+0.51%)
As of CET
Week to Week Change
0.82%
52 Week Change
17.74%
Year to Date Change
21.23%
Daily Low
280.56
Daily High
280.56
52 Week Low
228.58 — 13 Jan 2025
52 Week High
282.89 — 22 Aug 2025
Top 10 Components
| DANONE | FR |
| ORANGE | FR |
| Oversea-Chinese Banking Corp. | SG |
| DEUTSCHE BOERSE | DE |
| Royal Bank of Canada | CA |
| COMPASS GRP | GB |
| ZURICH INSURANCE GROUP | CH |
| Central Japan Railway Co. | JP |
| SHELL | GB |
| Toronto-Dominion Bank | CA |
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Low
High
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