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
230.38
-1.76 (-0.76%)
As of CET
Week to Week Change
-0.94%
52 Week Change
18.40%
Year to Date Change
9.17%
Daily Low
230.38
Daily High
230.38
52 Week Low
194.11 — 30 Oct 2023
52 Week High
241.93 — 20 May 2024
Top 10 Components
| BARCLAYS | GB |
| STELLANTIS | IT |
| DEUTSCHE BANK | DE |
| VOLKSWAGEN PREF | DE |
| GRP SOCIETE GENERALE | FR |
| VODAFONE GRP | GB |
| STANDARD CHARTERED | GB |
| NIPPON STEEL | JP |
| Fairfax Financial Holdings Ltd | CA |
| Prosus | NL |
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