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
180.18
+0.17 (+0.09%)
As of
CETWeek to Week Change
-0.20%
52 Week Change
22.30%
Year to Date Change
6.25%
Daily Low
180.02
Daily High
180.29
52 Week Low
141.37 — 31 May 2023
52 Week High
187.02 — 10 Apr 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
META PLATFORMS CLASS A | US |
CVS HEALTH CORP. | US |
BCO SANTANDER | ES |
MARATHON PETROLEUM | US |
Mitsui & Co. Ltd. | JP |
UBS GROUP | CH |
MERCEDES-BENZ GROUP | DE |
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