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
SAW1QUL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259315
Last Value
414.53
+0.19 (+0.05%)
As of CET
Week to Week Change
-0.08%
52 Week Change
12.12%
Year to Date Change
4.31%
Daily Low
414.3
Daily High
414.74
52 Week Low
304.8 — 7 Apr 2025
52 Week High
414.87 — 16 Jan 2026
Top 10 Components
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| NOVO NORDISK B | DK |
| ASML HLDG | NL |
| NEWMONT | US |
| Advantest Corp. | JP |
| Tokyo Electron Ltd. | JP |
| McKesson Corp. | US |
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