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
SAGXMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260669
Last Value
494.15
+0.03 (+0.01%)
As of CET
Week to Week Change
1.41%
52 Week Change
21.51%
Year to Date Change
10.83%
Daily Low
494.15
Daily High
494.15
52 Week Low
404.4 — 28 Jul 2025
52 Week High
494.52 — 22 Jul 2026
Top 10 Components
| INVESTOR B | SE |
| Oversea-Chinese Banking Corp. | SG |
| REPSOL | ES |
| ORANGE | FR |
| IMPERIAL BRANDS | GB |
| CK HUTCHISON HOLDINGS | HK |
| Fairfax Financial Holdings Ltd | CA |
| Astellas Pharma Inc. | JP |
| NN GROUP | NL |
| Central Japan Railway Co. | JP |
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