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
SAW1MFV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260800
Last Value
470.09
-2.28 (-0.48%)
As of
CETWeek to Week Change
0.62%
52 Week Change
20.56%
Year to Date Change
13.75%
Daily Low
470.09
Daily High
470.09
52 Week Low
377.42 — 5 Aug 2024
52 Week High
472.8 — 20 May 2025
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
AT&T Inc. | US |
NVIDIA Corp. | US |
SPOTIFY TECHNOLOGY | US |
UNICREDIT | IT |
McKesson Corp. | US |
INTESA SANPAOLO | IT |
WALMART INC. | US |
HOWMET AEROSPACE | US |
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