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
231.95
+0.22 (+0.09%)
As of CET
Week to Week Change
0.66%
52 Week Change
7.28%
Year to Date Change
4.96%
Daily Low
231.51
Daily High
232.33
52 Week Low
210.23 — 25 Jun 2025
52 Week High
238.36 — 27 Feb 2026
Top 10 Components
| Royal Bank of Canada | CA |
| AIR LIQUIDE | FR |
| Oversea-Chinese Banking Corp. | SG |
| Toronto-Dominion Bank | CA |
| DEUTSCHE BOERSE | DE |
| IBERDROLA | ES |
| Bank of Nova Scotia | CA |
| National Bank of Canada | CA |
| ENI | IT |
| NOVARTIS | CH |
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Low
High
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