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
SAW1VAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260016
Last Value
351.22
-0.96 (-0.27%)
As of CET
Week to Week Change
0.03%
52 Week Change
41.08%
Year to Date Change
5.63%
Daily Low
351.22
Daily High
351.22
52 Week Low
213.29 — 7 Apr 2025
52 Week High
353.3 — 18 Feb 2026
Top 10 Components
| Micron Technology Inc. | US |
| ALPHABET CLASS C | US |
| Citigroup Inc. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| NEWMONT | US |
| Comcast Corp. Cl A | US |
| BARCLAYS | GB |
| THE CIGNA GROUP | US |
| GENERAL MOTORS | US |
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