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
SAGXMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260628
Last Value
469.38
-0.13 (-0.03%)
As of CET
Week to Week Change
0.44%
52 Week Change
20.92%
Year to Date Change
13.37%
Daily Low
469.38
Daily High
469.38
52 Week Low
383.24 — 3 Sep 2025
52 Week High
469.51 — 14 Aug 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 |
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