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
SAW1QUL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259315
Last Value
401.17
+2.00 (+0.50%)
As of CET
Week to Week Change
0.84%
52 Week Change
11.02%
Year to Date Change
12.20%
Daily Low
399.23
Daily High
401.45
52 Week Low
304.8 — 7 Apr 2025
52 Week High
404.72 — 29 Oct 2025
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| MasterCard Inc. Cl A | US |
| APPLOVIN A | US |
| NOVO NORDISK B | DK |
| CROWDSTRIKE HOLDINGS A | US |
| ASML HLDG | NL |
| NEWMONT | US |
| McKesson Corp. | US |
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