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
SAW1VAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260016
Last Value
388.55
-0.73 (-0.19%)
As of CET
Week to Week Change
-0.83%
52 Week Change
49.61%
Year to Date Change
16.86%
Daily Low
388.55
Daily High
388.55
52 Week Low
259.71 — 25 Jun 2025
52 Week High
396.49 — 15 Jun 2026
Top 10 Components
| Micron Technology Inc. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| DELL TECHNOLOGIES | US |
| Toyota Motor Corp. | JP |
| BARCLAYS | GB |
| Elevance Health | US |
| Comcast Corp. Cl A | US |
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Low
High
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