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
SAW1VAL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259638
Last Value
156.98
-0.54 (-0.34%)
As of CET
Week to Week Change
-1.88%
52 Week Change
20.78%
Year to Date Change
11.06%
Daily Low
156.85
Daily High
158
52 Week Low
122.74 — 30 Sep 2022
52 Week High
162.03 — 1 Aug 2023
Top 10 Components
| ALPHABET CLASS C | Technology | US |
| THE CIGNA GROUP | Health Care | 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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