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
366.36
-1.47 (-0.40%)
As of CET
Week to Week Change
1.29%
52 Week Change
18.10%
Year to Date Change
19.39%
Daily Low
366.36
Daily High
366.36
52 Week Low
258.58 — 7 Apr 2025
52 Week High
367.83 — 10 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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