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Indices

STOXX® Global 1800 ex USA Ax Multi-Factor

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.

Symbol
SAGXMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260669
Last Value
348.7 +1.38 (+0.40%)
As of 10:30 pm CET
Week to Week Change
-0.99%
52 Week Change
12.09%
Year to Date Change
10.73%
Daily Low
348.7
Daily High
348.7
52 Week Low
311.0826 Dec 2023
52 Week High
359.2112 Dec 2024

Top 10 Components

3I GROUP PLC. GB
Fairfax Financial Holdings Ltd CA
INVESTOR B SE
Oversea-Chinese Banking Corp. SG
GRP SOCIETE GENERALE FR
UNICREDIT IT
NIPPON STEEL JP
VOLKSWAGEN PREF DE
UCB BE
ORANGE FR
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