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
00:00-22:30 CET
ISIN
CH0512259935
Last Value
169.15
-0.94 (-0.55%)
As of
CETWeek to Week Change
2.19%
52 Week Change
12.78%
Year to Date Change
9.61%
Daily Low
168.24
Daily High
170.14
52 Week Low
135.47 — 5 Aug 2024
52 Week High
171.66 — 20 Mar 2025
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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