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
SAW1VAR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259570
Last Value
474.33
-3.08 (-0.65%)
As of CET
Week to Week Change
-1.57%
52 Week Change
39.88%
Year to Date Change
26.60%
Daily Low
474.33
Daily High
474.33
52 Week Low
339.1 — 17 Oct 2025
52 Week High
486.73 — 3 Sep 2026
Top 10 Components
| Citigroup Inc. | US |
| Micron Technology Inc. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| ALPHABET CLASS C | US |
| Toyota Motor Corp. | JP |
| Capital One Financial Corp. | US |
| ADOBE | US |
| Elevance Health | US |
| THE CIGNA GROUP | US |
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