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
SAGXMFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260495
Last Value
253.65
+0.72 (+0.28%)
As of CET
Week to Week Change
0.50%
52 Week Change
13.47%
Year to Date Change
3.61%
Daily Low
253.65
Daily High
253.65
52 Week Low
214.04 — 31 May 2023
52 Week High
259.77 — 4 Apr 2024
Top 10 Components
| 3I GROUP PLC. | GB |
| STELLANTIS | IT |
| UNICREDIT | IT |
| Oversea-Chinese Banking Corp. | SG |
| INVESTOR B | SE |
| Fairfax Financial Holdings Ltd | CA |
| NOVO NORDISK B | DK |
| ORANGE | FR |
| BMW | DE |
| GRP SOCIETE GENERALE | FR |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$609.14
+2.68
1Y Return
17.65%
1Y Volatility
0.10%
STOXX® Europe 600
€508.34
+0.36
1Y Return
8.88%
1Y Volatility
0.10%
STOXX® USA 500
$394.33
+1.29
1Y Return
23.42%
1Y Volatility
0.12%
STOXX® Global Total Market
$303.78
+2.56
1Y Return
18.87%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9709.39
+29.22
1Y Return
18.70%
1Y Volatility
0.10%