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
SAW1VAGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259273
Bloomberg
SAW1VAGV INDEX
Last Value
258.85
+0.46 (+0.18%)
As of CET
Week to Week Change
-1.73%
52 Week Change
26.87%
Year to Date Change
10.10%
Daily Low
258.85
Daily High
258.85
52 Week Low
202.6 — 27 Oct 2023
52 Week High
265.11 — 27 Sep 2024
Top 10 Components
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| AT&T Inc. | US |
| Intel Corp. | US |
| UBS GROUP | CH |
| NVIDIA Corp. | US |
| BCO SANTANDER | ES |
| CVS HEALTH CORP. | US |
| Capital One Financial Corp. | US |
| META PLATFORMS CLASS A | US |
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