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
217.96
+0.10 (+0.05%)
As of CET
Week to Week Change
0.05%
52 Week Change
16.79%
Year to Date Change
19.89%
Daily Low
216.81
Daily High
218.38
52 Week Low
172.98 — 5 Aug 2024
52 Week High
219.97 — 26 May 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| Fairfax Financial Holdings Ltd | CA |
| IMPERIAL BRANDS | GB |
| ORANGE | FR |
| Oversea-Chinese Banking Corp. | SG |
| ERSTE GROUP BANK | AT |
| HEIDELBERG MATERIALS | DE |
| VOLKSWAGEN PREF | DE |
| INVESTOR B | SE |
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