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
SAW1VAP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259513
Last Value
221.42
+0.25 (+0.11%)
As of CET
Week to Week Change
-1.42%
52 Week Change
0.04%
Year to Date Change
-4.97%
Daily Low
220.97
Daily High
221.73
52 Week Low
195.36 — 7 Apr 2025
52 Week High
243.46 — 19 Feb 2025
Top 10 Components
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| Comcast Corp. Cl A | US |
| BCO SANTANDER | ES |
| CVS HEALTH CORP. | US |
| META PLATFORMS CLASS A | US |
| Capital One Financial Corp. | US |
| NEWMONT | US |
| BARCLAYS | GB |
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