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
289.1
+2.32 (+0.81%)
As of CET
Week to Week Change
0.08%
52 Week Change
22.99%
Year to Date Change
0.40%
Daily Low
289.1
Daily High
289.1
52 Week Low
235.06 — 23 Jan 2025
52 Week High
289.1 — 22 Jan 2026
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| DANONE | FR |
| ORANGE | FR |
| Royal Bank of Canada | CA |
| Toyota Industries Corp. | JP |
| DEUTSCHE BOERSE | DE |
| NOVARTIS | CH |
| United Overseas Bank Ltd. | SG |
| Toronto-Dominion Bank | CA |
| SHELL | GB |
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Low
High
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