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
SAW1MOV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259265
Last Value
703.02
+8.12 (+1.17%)
As of CET
Week to Week Change
0.73%
52 Week Change
23.18%
Year to Date Change
31.04%
Daily Low
703.02
Daily High
703.02
52 Week Low
481.61 — 7 Apr 2025
52 Week High
718.15 — 29 Oct 2025
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Amphenol Corp. Cl A | US |
| GE Aerospace | US |
| Netflix Inc. | US |
| UNICREDIT | IT |
| PALANTIR TECHNOLOGIES A | US |
| Philip Morris International In | US |
| GE VERNOVA | US |
| SIEMENS ENERGY | DE |
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