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
SAGXQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259331
Last Value
315.6
-4.25 (-1.33%)
As of CET
Week to Week Change
1.74%
52 Week Change
14.49%
Year to Date Change
6.90%
Daily Low
315.6
Daily High
315.6
52 Week Low
272.5899 — 23 Jun 2025
52 Week High
323.42 — 27 Feb 2026
Top 10 Components
| Advantest Corp. | JP |
| NOVO NORDISK B | DK |
| 3I GROUP PLC. | GB |
| FRANCO-NEVADA | CA |
| Tokyo Electron Ltd. | JP |
| INVESTOR B | SE |
| Chugai Pharmaceutical Co. Ltd. | JP |
| LASERTEC | JP |
| PARTNERS GRP HLDG | CH |
| UMG | NL |
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