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
SAW1SZGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259984
Bloomberg
SAW1SZGV INDEX
Last Value
324.39
+2.89 (+0.90%)
As of CET
Week to Week Change
1.25%
52 Week Change
11.55%
Year to Date Change
12.23%
Daily Low
324.39
Daily High
324.39
52 Week Low
255.7 — 7 Apr 2025
52 Week High
324.66 — 11 Dec 2025
Top 10 Components
| CLOUDFLARE A | US |
| SANDISK CORP | US |
| Arch Capital Group Ltd. | US |
| KEYSIGHT TECHNOLOGIES | US |
| Prudential Financial Inc. | US |
| COMFORT SYS.USA | US |
| AMADEUS IT GROUP | ES |
| NATERA | US |
| SANDOZ GROUP | CH |
| TERADYNE | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$806.48
+2.70
1Y Return
18.68%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€588.93
+0.20
1Y Return
16.90%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$532.67
+2.13
1Y Return
13.66%
1Y Volatility
0.19%
STOXX® Global Total Market - USD (Gross Return)
$416.22
+1.67
1Y Return
21.21%
1Y Volatility
0.14%
STOXX® World AC All Cap - USD (Gross Return)
$13244.12
+27.00
1Y Return
21.93%
1Y Volatility
0.14%