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
392.81
+0.30 (+0.08%)
As of CET
Week to Week Change
1.04%
52 Week Change
18.83%
Year to Date Change
6.91%
Daily Low
392.81
Daily High
392.81
52 Week Low
328.56 — 31 Jul 2025
52 Week High
405.31 — 27 Feb 2026
Top 10 Components
| INVESTOR B | SE |
| Oversea-Chinese Banking Corp. | SG |
| REPSOL | ES |
| ORANGE | FR |
| IMPERIAL BRANDS | GB |
| CK HUTCHISON HOLDINGS | HK |
| Fairfax Financial Holdings Ltd | CA |
| Astellas Pharma Inc. | JP |
| NN GROUP | NL |
| Central Japan Railway Co. | JP |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$868.18
+0.80
1Y Return
15.57%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€644.51
+5.24
1Y Return
17.45%
1Y Volatility
0.13%
STOXX® USA 500 - USD (Price Return)
$569.69
-0.15
1Y Return
14.33%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$457.54
-0.92
1Y Return
20.15%
1Y Volatility
0.12%
STOXX® World AC Universal All Cap - USD (Gross Return)
$14536.38
-134.39
1Y Return
19.44%
1Y Volatility
0.11%