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
SAGXSZP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259356
Last Value
251.91
+1.78 (+0.71%)
As of CET
Week to Week Change
-1.45%
52 Week Change
19.65%
Year to Date Change
10.91%
Daily Low
250.21
Daily High
252.15
52 Week Low
209.7 — 16 Jul 2025
52 Week High
255.7 — 3 Jul 2026
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| VAT GROUP AG | CH |
| BE SEMICONDUCTOR | NL |
| BANK OF IRELAND GROUP | IE |
| BCO SABADELL | ES |
| ALFA LAVAL | SE |
| LUNDIN MINING | CA |
| Singapore Exchange Ltd. | SG |
| T&D Holdings Inc. | JP |
| Metro Inc. Cl A | CA |
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Low
High
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