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
SAGXVAP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259935
Last Value
139.12
-0.94 (-0.67%)
As of CET
Week to Week Change
1.30%
52 Week Change
14.68%
Year to Date Change
12.18%
Daily Low
139.1
Daily High
140.56
52 Week Low
112.3 — 29 Sep 2022
52 Week High
140.31 — 18 Sep 2023
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| BARCLAYS | Banks | GB |
| VOLKSWAGEN PREF | Automobiles and Parts | DE |
| VODAFONE GRP | Telecommunications | GB |
| DEUTSCHE BANK | Banks | DE |
| 3I GROUP PLC. | Financial Services | GB |
| STANDARD CHARTERED | Banks | GB |
| NIPPON STEEL | Basic Resources | JP |
| GRP SOCIETE GENERALE | Banks | FR |
| Inpex Corp. | Energy | JP |
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Low
High
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