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
252.66
+0.28 (+0.11%)
As of CET
Week to Week Change
1.24%
52 Week Change
14.27%
Year to Date Change
9.18%
Daily Low
252.66
Daily High
252.66
52 Week Low
211.69 — 16 Apr 2024
52 Week High
252.66 — 10 Mar 2025
Top 10 Components
| DANONE | FR |
| DEUTSCHE BOERSE | DE |
| COMPASS GRP | GB |
| Oversea-Chinese Banking Corp. | SG |
| ZURICH INSURANCE GROUP | CH |
| WASTE CONNECTIONS | CA |
| ORANGE | FR |
| SHELL | GB |
| LONDON STOCK EXCHANGE | GB |
| United Overseas Bank Ltd. | SG |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€189.91
-0.07
1Y Return
12.58%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€258.61
-0.01
1Y Return
8.40%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€154.07
+0.08
1Y Return
14.66%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€186.34
+0.92
1Y Return
12.84%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€20.0702
+0.46
1Y Return
50.02%
1Y Volatility
1.10%