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
SAW1VAP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259513
Last Value
274.72
+1.67 (+0.61%)
As of CET
Week to Week Change
1.93%
52 Week Change
16.59%
Year to Date Change
17.90%
Daily Low
273.24
Daily High
274.82
52 Week Low
195.36 — 7 Apr 2025
52 Week High
273.29 — 12 Dec 2025
Top 10 Components
| ALPHABET CLASS C | US |
| Micron Technology Inc. | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| Comcast Corp. Cl A | US |
| NEWMONT | US |
| BNP PARIBAS | FR |
| CVS HEALTH CORP. | US |
| BARCLAYS | GB |
| Capital One Financial Corp. | US |
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Low
High
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