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
22:15-22:15 CET
ISIN
CH0512259901
Last Value
231.81
+1.28 (+0.56%)
As of CET
Week to Week Change
0.85%
52 Week Change
22.25%
Year to Date Change
9.85%
Daily Low
231.81
Daily High
231.81
52 Week Low
186.85 — 31 May 2023
52 Week High
233.21 — 10 Apr 2024
Top 10 Components
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| STELLANTIS | IT |
| VOLKSWAGEN PREF | DE |
| Fairfax Financial Holdings Ltd | CA |
| GRP SOCIETE GENERALE | FR |
| NIPPON STEEL | JP |
| STANDARD CHARTERED | GB |
| 3I GROUP PLC. | GB |
| Sumitomo Corp. | JP |
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Low
High
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