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
SAW1VAGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259182
Last Value
313.43
-3.52 (-1.11%)
As of
CETWeek to Week Change
-1.41%
52 Week Change
18.90%
Year to Date Change
10.17%
Daily Low
313.43
Daily High
313.43
52 Week Low
253.6 — 27 Oct 2023
52 Week High
319.83 — 16 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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