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
301.78
-0.20 (-0.07%)
As of CET
Week to Week Change
1.14%
52 Week Change
37.97%
Year to Date Change
34.09%
Daily Low
301.78
Daily High
301.78
52 Week Low
207.55 — 9 Apr 2025
52 Week High
301.98 — 19 Dec 2025
Top 10 Components
| 3I GROUP PLC. | GB |
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| STANDARD CHARTERED | GB |
| RWE | DE |
| Central Japan Railway Co. | JP |
| VOLKSWAGEN PREF | DE |
| MS&AD Insurance Group Holdings | JP |
| NIPPON STEEL | JP |
| JAPAN POST HOLDINGS | JP |
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