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
375.34
-0.06 (-0.02%)
As of CET
Week to Week Change
1.09%
52 Week Change
19.91%
Year to Date Change
12.42%
Daily Low
375.34
Daily High
375.34
52 Week Low
309.86 — 1 Aug 2025
52 Week High
382.62 — 3 Jul 2026
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| VAT GROUP AG | CH |
| BE SEMICONDUCTOR | NL |
| BCO SABADELL | ES |
| BANK OF IRELAND GROUP | IE |
| ALFA LAVAL | SE |
| LUNDIN MINING | CA |
| T&D Holdings Inc. | JP |
| Singapore Exchange Ltd. | SG |
| Metro Inc. Cl A | CA |
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Low
High
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