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
290.22
-2.19 (-0.75%)
As of CET
Week to Week Change
0.76%
52 Week Change
30.84%
Year to Date Change
9.54%
Daily Low
290.22
Daily High
290.22
52 Week Low
218.55 — 4 May 2023
52 Week High
296.85 — 1 Apr 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 |
| Mitsui & Co. Ltd. | JP |
| UBS GROUP | CH |
| MERCEDES-BENZ GROUP | DE |
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