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
00:00-22:15 CET
ISIN
CH0512259638
Last Value
182.22
+0.15 (+0.08%)
As of
CETWeek to Week Change
1.31%
52 Week Change
15.87%
Year to Date Change
7.45%
Daily Low
181.95
Daily High
182.31
52 Week Low
146.77 — 27 Oct 2023
52 Week High
187.03 — 9 Apr 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
AT&T Inc. | US |
META PLATFORMS CLASS A | US |
UBS GROUP | CH |
THE CIGNA GROUP | US |
BCO SANTANDER | ES |
CVS HEALTH CORP. | US |
MARATHON PETROLEUM | US |
D.R. Horton Inc. | US |
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Low
High
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