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
314.07
-0.59 (-0.19%)
As of
CETWeek to Week Change
1.02%
52 Week Change
31.49%
Year to Date Change
10.40%
Daily Low
314.07
Daily High
314.07
52 Week Low
237.66 — 11 May 2023
52 Week High
319.13 — 1 Apr 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
META PLATFORMS CLASS A | US |
BCO SANTANDER | ES |
Mitsui & Co. Ltd. | JP |
UBS GROUP | CH |
CVS HEALTH CORP. | US |
MARATHON PETROLEUM | US |
MERCEDES-BENZ GROUP | DE |
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