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
185.73
+1.33 (+0.72%)
As of CET
Week to Week Change
-1.11%
52 Week Change
6.94%
Year to Date Change
-1.13%
Daily Low
185.73
Daily High
185.73
52 Week Low
169.06 — 17 Jan 2024
52 Week High
201.63 — 27 Sep 2024
Top 10 Components
| DEUTSCHE BANK | DE |
| GRP SOCIETE GENERALE | FR |
| BARCLAYS | GB |
| STANDARD CHARTERED | GB |
| NIPPON STEEL | JP |
| BCO SANTANDER | ES |
| STELLANTIS | IT |
| COMMERZBANK | DE |
| VOLKSWAGEN PREF | DE |
| Honda Motor Co. Ltd. | JP |
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