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
22:30-22:30 CET
ISIN
CH0512259182
Last Value
312.47
+1.36 (+0.44%)
As of CET
Week to Week Change
1.26%
52 Week Change
-1.13%
Year to Date Change
-5.71%
Daily Low
312.47
Daily High
312.47
52 Week Low
279.62 — 7 Apr 2025
52 Week High
346.91 — 19 Feb 2025
Top 10 Components
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| Comcast Corp. Cl A | US |
| BCO SANTANDER | ES |
| NVIDIA Corp. | US |
| CVS HEALTH CORP. | US |
| Capital One Financial Corp. | US |
| META PLATFORMS CLASS A | US |
| THE CIGNA GROUP | US |
| NEWMONT | US |
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