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
317.96
+3.37 (+1.07%)
As of CET
Week to Week Change
2.49%
52 Week Change
14.29%
Year to Date Change
10.43%
Daily Low
317.96
Daily High
317.96
52 Week Low
274.07 — 20 Nov 2025
52 Week High
323.46 — 3 Sep 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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