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
265.69
-2.69 (-1.00%)
As of CET
Week to Week Change
0.09%
52 Week Change
2.41%
Year to Date Change
3.33%
Daily Low
265.69
Daily High
265.69
52 Week Low
237.18 — 5 Aug 2024
52 Week High
273.51 — 18 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 |
| NEWMONT | US |
| THE CIGNA GROUP | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$662.73
+0.42
1Y Return
8.83%
1Y Volatility
0.16%
STOXX® Europe 600 - EUR (Price Return)
€523.19
+2.74
1Y Return
2.92%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$429.44
+0.35
1Y Return
8.85%
1Y Volatility
0.20%
STOXX® Global Total Market - USD (Gross Return)
$333.37
+1.20
1Y Return
9.23%
1Y Volatility
0.15%
STOXX® World AC All Cap - USD (Gross Return)
$10583.06
-21.31
1Y Return
8.82%
1Y Volatility
0.15%