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
SAGXSZR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259505
Last Value
352.13
+2.12 (+0.61%)
As of CET
Week to Week Change
-0.28%
52 Week Change
23.19%
Year to Date Change
12.35%
Daily Low
352.13
Daily High
352.13
52 Week Low
285.85 — 26 Jun 2025
52 Week High
355.72 — 22 Jun 2026
Top 10 Components
| Fairfax Financial Holdings Ltd | CA |
| BE SEMICONDUCTOR | NL |
| VAT GROUP AG | CH |
| BANK OF IRELAND GROUP | IE |
| BCO SABADELL | ES |
| ALFA LAVAL | SE |
| Singapore Exchange Ltd. | SG |
| LUNDIN MINING | CA |
| Metro Inc. Cl A | CA |
| NGK CORPORATION | JP |
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Low
High
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