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
SAGXMFL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260289
Last Value
258.75
+0.10 (+0.04%)
As of CET
Week to Week Change
-2.01%
52 Week Change
16.30%
Year to Date Change
3.19%
Daily Low
258.39
Daily High
259.01
52 Week Low
221.19 — 25 Jun 2025
52 Week High
276.25 — 27 Feb 2026
Top 10 Components
| INVESTOR B | SE |
| Oversea-Chinese Banking Corp. | SG |
| ORANGE | FR |
| REPSOL | ES |
| IMPERIAL BRANDS | GB |
| 3I GROUP PLC. | GB |
| CK HUTCHISON HOLDINGS | HK |
| Fairfax Financial Holdings Ltd | CA |
| ORLEN | PL |
| SANDOZ GROUP | CH |
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Low
High
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