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
290.77
-1.86 (-0.64%)
As of CET
Week to Week Change
-0.28%
52 Week Change
13.30%
Year to Date Change
12.71%
Daily Low
290.77
Daily High
290.77
52 Week Low
242.6 — 5 Aug 2024
52 Week High
295.05 — 18 Mar 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| Fairfax Financial Holdings Ltd | CA |
| IMPERIAL BRANDS | GB |
| ORANGE | FR |
| VOLKSWAGEN PREF | DE |
| Oversea-Chinese Banking Corp. | SG |
| INVESTOR B | SE |
| HEIDELBERG MATERIALS | DE |
| ERSTE GROUP BANK | AT |
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