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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
SAGXMFV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260495
Last Value
254.95 -0.42 (-0.16%)
As of 10:30 pm CET
Week to Week Change
-3.17%
52 Week Change
4.60%
Year to Date Change
4.14%
Daily Low
254.95
Daily High
254.95
52 Week Low
24117 Jan 2024
52 Week High
276.7427 Sep 2024

Top 10 Components

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