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
SAGXVAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259349
Last Value
196.27
+1.49 (+0.76%)
As of CET
Week to Week Change
1.86%
52 Week Change
19.56%
Year to Date Change
16.01%
52 Week Low
152.76 — 29 Sep 2022
52 Week High
197.01 — 15 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 |
| EQUINOR | Energy | NO |
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Low
High
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