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
SAGXVAP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259935
Last Value
152.67
-0.20 (-0.13%)
As of
CETWeek to Week Change
0.63%
52 Week Change
18.17%
Year to Date Change
9.37%
Daily Low
152.52
Daily High
153.1
52 Week Low
125.64 — 31 May 2023
52 Week High
152.94 — 11 Apr 2024
Top 10 Components
BARCLAYS | GB |
DEUTSCHE BANK | DE |
STELLANTIS | IT |
VOLKSWAGEN PREF | DE |
Fairfax Financial Holdings Ltd | CA |
NIPPON STEEL | JP |
STANDARD CHARTERED | GB |
3I GROUP PLC. | GB |
GRP SOCIETE GENERALE | FR |
VODAFONE GRP | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$618.65
+1.28
1Y Return
19.70%
1Y Volatility
0.10%
STOXX® Europe 600
€514.02
+5.80
1Y Return
10.08%
1Y Volatility
0.10%
STOXX® USA 500
$400.1
+0.22
1Y Return
25.94%
1Y Volatility
0.12%
STOXX® Global Total Market
$309.46
+2.58
1Y Return
21.02%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9888.8
-6.08
1Y Return
20.82%
1Y Volatility
0.10%