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
00:00-22:30 CET
ISIN
CH0512259513
Last Value
227.76
-0.74 (-0.32%)
As of
CETWeek to Week Change
3.25%
52 Week Change
1.32%
Year to Date Change
-2.25%
Daily Low
225.95
Daily High
228.53
52 Week Low
202.73 — 5 Aug 2024
52 Week High
243.47 — 20 Feb 2025
Top 10 Components
ALPHABET CLASS C | US |
Comcast Corp. Cl A | US |
Citigroup Inc. | US |
BCO SANTANDER | ES |
Toyota Motor Corp. | JP |
CVS HEALTH CORP. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Capital One Financial Corp. | US |
UBS GROUP | CH |
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