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
382.06
+2.50 (+0.66%)
As of CET
Week to Week Change
-1.70%
52 Week Change
18.11%
Year to Date Change
14.43%
Daily Low
382.06
Daily High
382.06
52 Week Low
315.25 — 2 Sep 2025
52 Week High
389.67 — 14 Aug 2026
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| BCO SABADELL | ES |
| VAT GROUP AG | CH |
| BANK OF IRELAND GROUP | IE |
| BE SEMICONDUCTOR | NL |
| ALFA LAVAL | SE |
| Singapore Exchange Ltd. | SG |
| LUNDIN MINING | CA |
| T&D Holdings Inc. | JP |
| CGI 'A' | CA |
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Low
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