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
200.32
-1.41 (-0.70%)
As of CET
Week to Week Change
-0.50%
52 Week Change
23.56%
Year to Date Change
-1.73%
Daily Low
199.33
Daily High
201.1
52 Week Low
141.1699 — 9 Apr 2025
52 Week High
221.31 — 2 Mar 2026
Top 10 Components
| GRP SOCIETE GENERALE | FR |
| 3I GROUP PLC. | GB |
| REPSOL | ES |
| BARCLAYS | GB |
| Honda Motor Co. Ltd. | JP |
| Inpex Corp. | JP |
| RWE | DE |
| MS&AD Insurance Group Holdings | JP |
| Central Japan Railway Co. | JP |
| BMW | DE |
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