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
239.64
-0.69 (-0.29%)
As of
CETWeek to Week Change
-1.02%
52 Week Change
14.11%
Year to Date Change
-1.02%
Daily Low
239.64
Daily High
239.64
52 Week Low
206.34 — 17 Jan 2024
52 Week High
242.73 — 12 Dec 2024
Top 10 Components
DEUTSCHE BANK | DE |
BARCLAYS | GB |
STANDARD CHARTERED | GB |
STELLANTIS | IT |
GRP SOCIETE GENERALE | FR |
NIPPON STEEL | JP |
Honda Motor Co. Ltd. | JP |
Fairfax Financial Holdings Ltd | CA |
VOLKSWAGEN PREF | DE |
BCO SANTANDER | ES |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$697.09
-5.42
1Y Return
17.19%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€542.75
-2.09
1Y Return
11.84%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$469.57
-4.17
1Y Return
21.48%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$351.49
+1.30
1Y Return
18.91%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$11134.19
-74.75
1Y Return
18.32%
1Y Volatility
0.11%