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
SAW1VAR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259570
Last Value
306.06
-0.12 (-0.04%)
As of CET
Week to Week Change
4.46%
52 Week Change
26.41%
Year to Date Change
15.52%
Daily Low
306.06
Daily High
306.06
52 Week Low
241.44 — 9 Nov 2023
52 Week High
306.18 — 6 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$689.44
+0.84
1Y Return
30.99%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€506.63
-3.29
1Y Return
13.14%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$464.81
+1.87
1Y Return
37.70%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$346.43
+0.34
1Y Return
32.39%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$11053.11
+6.81
1Y Return
32.21%
1Y Volatility
0.10%