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
506.08
+1.95 (+0.39%)
As of CET
Week to Week Change
1.31%
52 Week Change
22.18%
Year to Date Change
13.51%
Daily Low
506.08
Daily High
506.08
52 Week Low
412.16 — 3 Sep 2025
52 Week High
506.08 — 7 Aug 2026
Top 10 Components
| INVESTOR B | SE |
| Oversea-Chinese Banking Corp. | SG |
| REPSOL | ES |
| ORANGE | FR |
| IMPERIAL BRANDS | GB |
| Astellas Pharma Inc. | JP |
| Fairfax Financial Holdings Ltd | CA |
| NN GROUP | NL |
| CK HUTCHISON HOLDINGS | HK |
| Central Japan Railway Co. | JP |
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Low
High
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