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
357.45
+0.03 (+0.01%)
As of CET
Week to Week Change
1.23%
52 Week Change
35.82%
Year to Date Change
7.65%
Daily Low
357.45
Daily High
357.45
52 Week Low
223.56 — 9 Apr 2025
52 Week High
357.64 — 18 Feb 2026
Top 10 Components
| 3I GROUP PLC. | GB |
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| RWE | DE |
| Central Japan Railway Co. | JP |
| REPSOL | ES |
| ARCELORMITTAL | LU |
| MS&AD Insurance Group Holdings | JP |
| STANDARD CHARTERED | GB |
| Sun Hung Kai Properties Ltd. | HK |
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