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
22:15-22:15 CET
ISIN
CH0512259273
Bloomberg
SAW1VAGV INDEX
Last Value
256.82
+2.44 (+0.96%)
As of CET
Week to Week Change
-1.51%
52 Week Change
16.31%
Year to Date Change
9.23%
Daily Low
256.82
Daily High
256.82
52 Week Low
202.6 — 27 Oct 2023
52 Week High
263.15 — 17 Jul 2024
Top 10 Components
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| AT&T Inc. | US |
| UBS GROUP | CH |
| THE CIGNA GROUP | US |
| META PLATFORMS CLASS A | US |
| BCO SANTANDER | ES |
| CVS HEALTH CORP. | US |
| Intel Corp. | US |
| MARATHON PETROLEUM | US |
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