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
SAW1MFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260826
Last Value
588.91
-0.77 (-0.13%)
As of CET
Week to Week Change
-1.33%
52 Week Change
12.00%
Year to Date Change
10.57%
Daily Low
588.91
Daily High
588.91
52 Week Low
478.83 — 7 Apr 2025
52 Week High
596.82 — 10 Nov 2025
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| AT&T Inc. | US |
| Amphenol Corp. Cl A | US |
| UNICREDIT | IT |
| GE VERNOVA | US |
| McKesson Corp. | US |
| WALMART INC. | US |
| HOWMET AEROSPACE | US |
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