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
427.76
+4.70 (+1.11%)
As of CET
Week to Week Change
0.40%
52 Week Change
50.12%
Year to Date Change
18.47%
Daily Low
427.76
Daily High
427.76
52 Week Low
284.94 — 26 Jun 2025
52 Week High
431.63 — 15 Jun 2026
Top 10 Components
| Micron Technology Inc. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| DELL TECHNOLOGIES | US |
| Toyota Motor Corp. | JP |
| BARCLAYS | GB |
| Elevance Health | US |
| Comcast Corp. Cl A | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$860.55
-1.99
1Y Return
17.60%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€635.88
-4.33
1Y Return
16.97%
1Y Volatility
0.12%
STOXX® USA 500 - USD (Price Return)
$566.39
-0.52
1Y Return
17.63%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$457.94
-2.16
1Y Return
24.25%
1Y Volatility
0.11%
STOXX® World AC Universal All Cap - USD (Gross Return)
$14536.14
-56.43
1Y Return
23.62%
1Y Volatility
0.11%