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
SAGXMFV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260495
Last Value
408.94
-0.18 (-0.04%)
As of CET
Week to Week Change
0.03%
52 Week Change
18.67%
Year to Date Change
11.30%
Daily Low
408.94
Daily High
408.94
52 Week Low
337.55 — 3 Sep 2025
52 Week High
410.71 — 17 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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Low
High
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