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
SAW1VAGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259273
Bloomberg
SAW1VAGV INDEX
Last Value
327.45
+4.82 (+1.49%)
As of CET
Week to Week Change
-0.77%
52 Week Change
22.14%
Year to Date Change
27.35%
Daily Low
327.45
Daily High
327.45
52 Week Low
230.65 — 7 Apr 2025
52 Week High
339.14 — 12 Nov 2025
Top 10 Components
| ALPHABET CLASS C | US |
| Micron Technology Inc. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| Comcast Corp. Cl A | US |
| NEWMONT | US |
| BNP PARIBAS | FR |
| CVS HEALTH CORP. | US |
| BARCLAYS | GB |
| Capital One Financial Corp. | US |
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