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
SAW1MFV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260800
Last Value
520.83
-0.70 (-0.13%)
As of CET
Week to Week Change
-0.08%
52 Week Change
19.76%
Year to Date Change
26.03%
Daily Low
520.83
Daily High
520.83
52 Week Low
394.95 — 7 Apr 2025
52 Week High
523.83 — 28 Nov 2025
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| Amphenol Corp. Cl A | US |
| UNICREDIT | IT |
| GE VERNOVA | US |
| McKesson Corp. | US |
| WALMART INC. | US |
| HOWMET AEROSPACE | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$798.6
-0.29
1Y Return
14.43%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€578.77
-0.07
1Y Return
11.04%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$529.52
+0.72
1Y Return
12.37%
1Y Volatility
0.20%
STOXX® Global Total Market - USD (Gross Return)
$411.68
+0.20
1Y Return
17.59%
1Y Volatility
0.14%
STOXX® World AC All Cap - USD (Gross Return)
$13133.81
+7.90
1Y Return
17.66%
1Y Volatility
0.14%