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
SAGXSZGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260750
Bloomberg
SAGXSZGV INDEX
Last Value
339.1
+0.06 (+0.02%)
As of CET
Week to Week Change
0.21%
52 Week Change
20.18%
Year to Date Change
14.44%
Daily Low
339.1
Daily High
339.1
52 Week Low
276.07 — 19 Nov 2025
52 Week High
340.8 — 14 Aug 2026
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| BCO SABADELL | ES |
| BANK OF IRELAND GROUP | IE |
| VAT GROUP AG | CH |
| ALFA LAVAL | SE |
| LUNDIN MINING | CA |
| BE SEMICONDUCTOR | NL |
| Singapore Exchange Ltd. | SG |
| T&D Holdings Inc. | JP |
| YOKOHAMA FINANCIAL GROUP | JP |
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Low
High
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