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
SAGXSZGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260750
Bloomberg ID
BBG00RHCN722
Last Value
213.82
+0.06 (+0.03%)
As of CET
Week to Week Change
0.29%
52 Week Change
17.79%
Year to Date Change
9.72%
52 Week Low
162.21 — 12 Oct 2022
52 Week High
224.54 — 31 Jul 2023
Top 10 Components
| Fairfax Financial Holdings Ltd | Insurance | CA |
| INTACT FINANCIAL | Insurance | CA |
| INTERCONTINENTAL HOTELS GRP | Travel and Leisure | GB |
| Santos Ltd. | Energy | AU |
| PRYSMIAN | Industrial Goods and Services | IT |
| VAT GROUP AG | Industrial Goods and Services | CH |
| Metro Inc. Cl A | Personal Care, Drug and Grocery Stores | CA |
| ALFA LAVAL | Industrial Goods and Services | SE |
| Origin Energy Ltd. | Utilities | AU |
| QIAGEN | Health Care | DE |
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Low
High
Featured indices
STOXX® International Equity Factor
€271.58
-0.99
1Y Return
6.98%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€571.2
-6.88
1Y Return
7.40%
1Y Volatility
0.17%
STOXX® Global 1800 Ax Momentum
$271.31
-0.70
1Y Return
16.26%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%