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
417.61
-1.04 (-0.25%)
As of CET
Week to Week Change
-0.55%
52 Week Change
21.98%
Year to Date Change
5.07%
Daily Low
417.3
Daily High
418.57
52 Week Low
342.37 — 28 Apr 2025
52 Week High
423.44 — 11 Feb 2026
Top 10 Components
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| ASML HLDG | NL |
| Advantest Corp. | JP |
| Tokyo Electron Ltd. | JP |
| APPLOVIN A | US |
| NOVO NORDISK B | DK |
| WALMART INC. | US |
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