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Indices

STOXX® Global 1800 ex USA Ax Multi-Factor

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.

Symbol
SAGXMFP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260503
Last Value
235.96 +0.87 (+0.37%)
As of 03:46 am CET
Week to Week Change
1.44%
52 Week Change
8.43%
Year to Date Change
0.71%
Daily Low
235.12
Daily High
236.14
52 Week Low
208.625 Aug 2024
52 Week High
236.912 Dec 2024

Top 10 Components

3I GROUP PLC. GB
Fairfax Financial Holdings Ltd CA
INVESTOR B SE
GRP SOCIETE GENERALE FR
Oversea-Chinese Banking Corp. SG
UNICREDIT IT
VOLKSWAGEN PREF DE
NIPPON STEEL JP
ORANGE FR
HEIDELBERG MATERIALS DE
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