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
SAGXLRP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260792
Last Value
238.19
-0.17 (-0.07%)
As of CET
Week to Week Change
1.62%
52 Week Change
8.29%
Year to Date Change
7.78%
Daily Low
237.75
Daily High
238.79
52 Week Low
198.6699 — 7 Apr 2025
52 Week High
238.66 — 2 Mar 2026
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| DANONE | FR |
| ORANGE | FR |
| DEUTSCHE BOERSE | DE |
| Royal Bank of Canada | CA |
| Toyota Industries Corp. | JP |
| NOVARTIS | CH |
| SHELL | GB |
| AIR LIQUIDE | FR |
| National Bank of Canada | CA |
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Low
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