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
SAW1VAGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259182
Last Value
271.98
-1.74 (-0.64%)
As of CET
Week to Week Change
1.46%
52 Week Change
13.51%
Year to Date Change
15.17%
52 Week Low
222.29 — 30 Sep 2022
52 Week High
273.72 — 14 Sep 2023
Top 10 Components
| THE CIGNA GROUP | Health Care | US |
| ALPHABET CLASS C | Technology | US |
| Citigroup Inc. | Banks | US |
| Micron Technology Inc. | Technology | US |
| MARATHON PETROLEUM | Energy | US |
| BCO SANTANDER | Banks | ES |
| Mitsui & Co. Ltd. | Industrial Goods and Services | JP |
| META PLATFORMS CLASS A | Technology | US |
| MERCEDES-BENZ GROUP | Automobiles and Parts | DE |
| Bank of America Corp. | Banks | US |
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Low
High
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STOXX® U.S. Equity Factor
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STOXX® Global 1800 Ax Momentum
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STOXX® Global 1800 ESG-X Ax Momentum
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STOXX® Europe 600 Ax Size
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1Y Volatility
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