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
SAGXVAGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259471
Bloomberg
SAGXVAGV INDEX
Last Value
291.69
-0.14 (-0.05%)
As of CET
Week to Week Change
0.51%
52 Week Change
54.59%
Year to Date Change
55.27%
Daily Low
291.69
Daily High
291.69
52 Week Low
184.4 — 13 Jan 2025
52 Week High
291.83 — 24 Dec 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| STANDARD CHARTERED | GB |
| Central Japan Railway Co. | JP |
| RWE | DE |
| VOLKSWAGEN PREF | DE |
| MS&AD Insurance Group Holdings | JP |
| MERCEDES-BENZ GROUP | DE |
| NIPPON STEEL | JP |
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