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
228.45
+1.23 (+0.54%)
As of
CETWeek to Week Change
2.99%
52 Week Change
30.94%
Year to Date Change
11.33%
Daily Low
226.68
Daily High
228.53
52 Week Low
171.68 — 4 May 2023
52 Week High
226.98 — 28 Mar 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
CVS HEALTH CORP. | US |
META PLATFORMS CLASS A | US |
BCO SANTANDER | ES |
MARATHON PETROLEUM | US |
UBS GROUP | CH |
Mitsui & Co. Ltd. | JP |
STELLANTIS | IT |
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Low
High
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