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
SAW1VAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259570
Last Value
287.91
-2.90 (-1.00%)
As of CET
Week to Week Change
-1.60%
52 Week Change
16.79%
Year to Date Change
8.67%
Daily Low
287.91
Daily High
287.91
52 Week Low
236.38 — 27 Oct 2023
52 Week High
296.87 — 21 May 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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