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
SAGXMFP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260503
Last Value
297.53
-1.01 (-0.34%)
As of CET
Week to Week Change
1.91%
52 Week Change
29.61%
Year to Date Change
5.30%
Daily Low
290.45
Daily High
292.7
52 Week Low
218.28 — 7 Apr 2025
52 Week High
310.49 — 2 Mar 2026
Top 10 Components
| INVESTOR B | SE |
| Oversea-Chinese Banking Corp. | SG |
| ORANGE | FR |
| REPSOL | ES |
| 3I GROUP PLC. | GB |
| IMPERIAL BRANDS | GB |
| Inpex Corp. | JP |
| Fairfax Financial Holdings Ltd | CA |
| SANDOZ GROUP | CH |
| VOLKSWAGEN PREF | DE |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$782.38
-1.93
1Y Return
28.97%
1Y Volatility
0.13%
STOXX® Europe 600 - EUR (Price Return)
€590.76
-6.93
1Y Return
19.03%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$506.42
+0.66
1Y Return
29.02%
1Y Volatility
0.17%
STOXX® Global Total Market - USD (Gross Return)
$409.21
-1.50
1Y Return
26.26%
1Y Volatility
0.14%
STOXX® World AC Universal All Cap - USD (Gross Return)
$13070.17
-4.28
1Y Return
22.48%
1Y Volatility
0.14%