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
00:00-22:15 CET
ISIN
CH0512259935
Last Value
151.02
+0.72 (+0.48%)
As of CET
Week to Week Change
-0.88%
52 Week Change
16.82%
Year to Date Change
8.19%
Daily Low
150.23
Daily High
151.37
52 Week Low
125.64 — 31 May 2023
52 Week High
152.94 — 11 Apr 2024
Top 10 Components
| STELLANTIS | IT |
| BARCLAYS | GB |
| DEUTSCHE BANK | DE |
| VOLKSWAGEN PREF | DE |
| Fairfax Financial Holdings Ltd | CA |
| NIPPON STEEL | JP |
| GRP SOCIETE GENERALE | FR |
| VODAFONE GRP | GB |
| 3I GROUP PLC. | GB |
| Mitsui & Co. Ltd. | JP |
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Low
High
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