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
SAGXVAL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259851
Last Value
120.17
+1.84 (+1.55%)
As of
CETWeek to Week Change
-0.26%
52 Week Change
4.66%
Year to Date Change
0.35%
Daily Low
118.34
Daily High
120.54
52 Week Low
111.73 — 17 Jan 2024
52 Week High
128.97 — 20 May 2024
Top 10 Components
DEUTSCHE BANK | DE |
BARCLAYS | GB |
GRP SOCIETE GENERALE | FR |
STANDARD CHARTERED | GB |
STELLANTIS | IT |
NIPPON STEEL | JP |
BCO SANTANDER | ES |
Fairfax Financial Holdings Ltd | CA |
VOLKSWAGEN PREF | DE |
Honda Motor Co. Ltd. | JP |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$705.65
+5.86
1Y Return
19.55%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€553.75
+5.97
1Y Return
14.12%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$476.62
+5.00
1Y Return
23.18%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$349.56
-0.66
1Y Return
19.03%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$11295.45
+9.55
1Y Return
19.95%
1Y Volatility
0.11%