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
SAGXVAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259620
Last Value
279.66
+3.51 (+1.27%)
As of CET
Week to Week Change
1.02%
52 Week Change
55.32%
Year to Date Change
2.75%
Daily Low
279.66
Daily High
279.66
52 Week Low
171.45 — 7 Apr 2025
52 Week High
279.66 — 22 Jan 2026
Top 10 Components
| 3I GROUP PLC. | GB |
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| Central Japan Railway Co. | JP |
| RWE | DE |
| ARCELORMITTAL | LU |
| STANDARD CHARTERED | GB |
| MS&AD Insurance Group Holdings | JP |
| JAPAN POST HOLDINGS | JP |
| VOLKSWAGEN PREF | DE |
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