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
SAGXMFL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260289
Last Value
273.79
-0.89 (-0.32%)
As of CET
Week to Week Change
0.40%
52 Week Change
16.23%
Year to Date Change
9.19%
Daily Low
273.65
Daily High
275
52 Week Low
232.16 — 3 Sep 2025
52 Week High
276.25 — 27 Feb 2026
Top 10 Components
| INVESTOR B | SE |
| Oversea-Chinese Banking Corp. | SG |
| REPSOL | ES |
| ORANGE | FR |
| Astellas Pharma Inc. | JP |
| IMPERIAL BRANDS | GB |
| Fairfax Financial Holdings Ltd | CA |
| ORLEN | PL |
| Central Japan Railway Co. | JP |
| CK HUTCHISON HOLDINGS | HK |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$900.27
+3.94
1Y Return
18.27%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€654.18
+3.83
1Y Return
17.06%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$590.69
+2.76
1Y Return
17.85%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$476.91
+2.67
1Y Return
22.81%
1Y Volatility
0.12%
STOXX® World AC Universal All Cap - USD (Gross Return)
$15132.24
+83.12
1Y Return
22.27%
1Y Volatility
0.12%