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
SAGXMFGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260206
Bloomberg
SAGXMFGV INDEX
Last Value
308.78
-4.79 (-1.53%)
As of CET
Week to Week Change
2.48%
52 Week Change
14.24%
Year to Date Change
11.86%
Daily Low
308.78
Daily High
308.78
52 Week Low
259.16 — 5 Aug 2024
52 Week High
314.01 — 6 Mar 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| IMPERIAL BRANDS | GB |
| Fairfax Financial Holdings Ltd | CA |
| ORANGE | FR |
| Oversea-Chinese Banking Corp. | SG |
| VOLKSWAGEN PREF | DE |
| INVESTOR B | SE |
| HEIDELBERG MATERIALS | DE |
| ERSTE GROUP BANK | AT |
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