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
SAW1VAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260016
Last Value
243.17
-4.77 (-1.92%)
As of CET
Week to Week Change
0.77%
52 Week Change
5.06%
Year to Date Change
2.13%
Daily Low
243.17
Daily High
243.17
52 Week Low
220.03 — 5 Aug 2024
52 Week High
253.14 — 18 Feb 2025
Top 10 Components
| ALPHABET CLASS C | US |
| Comcast Corp. Cl A | US |
| Citigroup Inc. | US |
| BCO SANTANDER | ES |
| NVIDIA Corp. | US |
| CVS HEALTH CORP. | US |
| Capital One Financial Corp. | US |
| THE CIGNA GROUP | US |
| NEWMONT | US |
| META PLATFORMS CLASS A | US |
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High
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