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
SAGXVAGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259901
Last Value
232.93
-0.94 (-0.40%)
As of
CETWeek to Week Change
-2.47%
52 Week Change
17.48%
Year to Date Change
10.38%
Daily Low
232.93
Daily High
232.93
52 Week Low
194.11 — 30 Oct 2023
52 Week High
241.93 — 20 May 2024
Top 10 Components
BARCLAYS | GB |
DEUTSCHE BANK | DE |
STELLANTIS | IT |
Central Japan Railway Co. | JP |
NIPPON STEEL | JP |
STANDARD CHARTERED | GB |
PANASONIC HOLDINGS | JP |
VOLKSWAGEN PREF | DE |
Fairfax Financial Holdings Ltd | CA |
GRP SOCIETE GENERALE | FR |
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