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
297.12
-4.92 (-1.63%)
As of CET
Week to Week Change
-2.12%
52 Week Change
5.93%
Year to Date Change
-3.18%
Daily Low
297.12
Daily High
297.12
52 Week Low
265.37 — 5 Aug 2024
52 Week High
321.07 — 19 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$683
+2.01
1Y Return
9.56%
1Y Volatility
0.12%
STOXX® Europe 600 - EUR (Price Return)
€552.34
+3.41
1Y Return
8.33%
1Y Volatility
0.11%
STOXX® USA 500 - USD (Price Return)
$449.03
+1.12
1Y Return
11.29%
1Y Volatility
0.14%
STOXX® Global Total Market - USD (Gross Return)
$341.67
+3.91
1Y Return
10.11%
1Y Volatility
0.12%
STOXX® World AC All Cap - USD (Gross Return)
$10936.74
+13.77
1Y Return
10.73%
1Y Volatility
0.12%