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
363.64
-0.92 (-0.25%)
As of CET
Week to Week Change
0.39%
52 Week Change
21.11%
Year to Date Change
16.02%
Daily Low
363.64
Daily High
363.64
52 Week Low
296.25 — 2 Sep 2025
52 Week High
364.56 — 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
High
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