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
200.38
-2.76 (-1.36%)
As of
CETWeek to Week Change
4.04%
52 Week Change
18.09%
Year to Date Change
14.75%
Daily Low
200.38
Daily High
200.38
52 Week Low
162.27 — 5 Aug 2024
52 Week High
203.78 — 6 Mar 2025
Top 10 Components
GRP SOCIETE GENERALE | FR |
BARCLAYS | GB |
STANDARD CHARTERED | GB |
STELLANTIS | IT |
DEUTSCHE BANK | DE |
NIPPON STEEL | JP |
VOLKSWAGEN PREF | DE |
BCO SANTANDER | ES |
Central Japan Railway Co. | JP |
Honda Motor Co. Ltd. | JP |
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