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
SAW1VAL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259638
Last Value
189.59
-0.41 (-0.22%)
As of CET
Week to Week Change
4.22%
52 Week Change
24.75%
Year to Date Change
11.80%
Daily Low
189.52
Daily High
189.99
52 Week Low
151.68 — 9 Nov 2023
52 Week High
189.94 — 8 Nov 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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