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
SAGXVAR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259349
Last Value
280.13
+1.21 (+0.43%)
As of CET
Week to Week Change
-0.06%
52 Week Change
29.18%
Year to Date Change
24.47%
Daily Low
280.13
Daily High
280.13
52 Week Low
207.55 — 9 Apr 2025
52 Week High
281.76 — 8 Oct 2025
Top 10 Components
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| STANDARD CHARTERED | GB |
| RWE | DE |
| Central Japan Railway Co. | JP |
| MERCEDES-BENZ GROUP | DE |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| KIOXIA HOLDINGS | JP |
| BMW | DE |
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