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
SAW1LRL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260164
Last Value
294.05
-1.45 (-0.49%)
As of CET
Week to Week Change
-1.81%
52 Week Change
10.42%
Year to Date Change
2.14%
Daily Low
292.25
Daily High
295.85
52 Week Low
242.41 — 8 Apr 2025
52 Week High
299.48 — 2 Mar 2026
Top 10 Components
| Apple Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| Microsoft Corp. | US |
| Johnson & Johnson | US |
| VISA Inc. Cl A | US |
| NVIDIA Corp. | US |
| CME Group Inc. Cl A | US |
| LINDE | US |
| Cisco Systems Inc. | US |
| TJX Cos. | US |
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