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
SAW1VAR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259570
Last Value
253.83
+1.11 (+0.44%)
As of
CETWeek to Week Change
1.22%
52 Week Change
14.37%
Year to Date Change
14.67%
52 Week Low
208.62 — 30 Sep 2022
52 Week High
255.27 — 14 Sep 2023
Top 10 Components
ALPHABET CLASS C | Technology | US |
THE CIGNA GROUP | Health Care | US |
Citigroup Inc. | Banks | US |
Micron Technology Inc. | Technology | US |
BCO SANTANDER | Banks | ES |
MARATHON PETROLEUM | Energy | US |
Mitsui & Co. Ltd. | Industrial Goods and Services | JP |
MERCEDES-BENZ GROUP | Automobiles and Parts | DE |
Bank of America Corp. | Banks | US |
META PLATFORMS CLASS A | Technology | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€282.66
-0.41
1Y Return
9.34%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€573.86
-4.97
1Y Return
5.37%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$274.65
-4.06
1Y Return
13.37%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%