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
244.84
-2.63 (-1.06%)
As of
CETWeek to Week Change
1.06%
52 Week Change
19.07%
Year to Date Change
8.79%
Daily Low
244.84
Daily High
244.84
52 Week Low
195.71 — 5 Aug 2024
52 Week High
249.44 — 6 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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