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
00:00-22:30 CET
ISIN
CH0512259935
Last Value
199.41
+1.19 (+0.60%)
As of CET
Week to Week Change
1.19%
52 Week Change
28.79%
Year to Date Change
29.22%
Daily Low
198.15
Daily High
199.52
52 Week Low
141.1699 — 9 Apr 2025
52 Week High
198.19 — 12 Dec 2025
Top 10 Components
| BARCLAYS | GB |
| GRP SOCIETE GENERALE | FR |
| STANDARD CHARTERED | GB |
| RWE | DE |
| Central Japan Railway Co. | JP |
| MERCEDES-BENZ GROUP | DE |
| VOLKSWAGEN PREF | DE |
| STELLANTIS | IT |
| KIOXIA HOLDINGS | JP |
| BMW | DE |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$797.53
-6.27
1Y Return
14.83%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.24
-3.10
1Y Return
12.10%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$526.42
-5.97
1Y Return
11.53%
1Y Volatility
0.20%
STOXX® Global Total Market - USD (Gross Return)
$411.54
-2.63
1Y Return
18.23%
1Y Volatility
0.14%
STOXX® World AC All Cap - USD (Gross Return)
$13129.46
-78.51
1Y Return
18.34%
1Y Volatility
0.14%