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
SAW1MOR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259141
Last Value
931.69
-5.00 (-0.53%)
As of CET
Week to Week Change
-2.33%
52 Week Change
21.81%
Year to Date Change
16.18%
Daily Low
931.69
Daily High
931.69
52 Week Low
756.8099 — 22 Jul 2025
52 Week High
992.73 — 22 Jun 2026
Top 10 Components
| NVIDIA Corp. | US |
| ALPHABET CLASS C | US |
| Philip Morris International In | US |
| GE VERNOVA | US |
| SEAGATE TECHNOLOGY HOLDINGS | US |
| UNICREDIT | IT |
| Western Digital Corp. | US |
| META PLATFORMS CLASS A | US |
| Trane Technologies | US |
| NEWMONT | US |
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