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
SAW1VAP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259513
Last Value
222.15
+2.10 (+0.95%)
As of CET
Week to Week Change
-0.68%
52 Week Change
15.43%
Year to Date Change
8.26%
Daily Low
219.72
Daily High
222.46
52 Week Low
183.71 — 27 Oct 2023
52 Week High
228.88 — 1 Apr 2024
Top 10 Components
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| AT&T Inc. | US |
| UBS GROUP | CH |
| THE CIGNA GROUP | US |
| META PLATFORMS CLASS A | US |
| BCO SANTANDER | ES |
| CVS HEALTH CORP. | US |
| Intel Corp. | US |
| MARATHON PETROLEUM | US |
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