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
SAGXSZGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259919
Last Value
325.95
-1.38 (-0.42%)
As of CET
Week to Week Change
0.31%
52 Week Change
9.47%
Year to Date Change
11.50%
Daily Low
325.95
Daily High
325.95
52 Week Low
256.21 — 7 Apr 2025
52 Week High
331.79 — 27 Oct 2025
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| BCO SABADELL | ES |
| BANK OF IRELAND GROUP | IE |
| EVOLUTION MINING | AU |
| Metro Inc. Cl A | CA |
| ALFA LAVAL | SE |
| VAT GROUP AG | CH |
| EIFFAGE | FR |
| BE SEMICONDUCTOR | NL |
| T&D Holdings Inc. | JP |
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