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
353.93
+3.11 (+0.89%)
As of CET
Week to Week Change
0.46%
52 Week Change
39.00%
Year to Date Change
37.65%
Daily Low
353.93
Daily High
353.93
52 Week Low
230.65 — 7 Apr 2025
52 Week High
353.93 — 19 Dec 2025
Top 10 Components
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| Micron Technology Inc. | US |
| NVIDIA Corp. | US |
| Comcast Corp. Cl A | US |
| NEWMONT | US |
| BNP PARIBAS | FR |
| CVS HEALTH CORP. | US |
| BARCLAYS | GB |
| Capital One Financial Corp. | US |
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