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
SAW1QUV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259596
Last Value
425.55
+1.18 (+0.28%)
As of CET
Week to Week Change
1.37%
52 Week Change
28.34%
Year to Date Change
17.07%
Daily Low
425.55
Daily High
425.55
52 Week Low
309.22 — 27 Oct 2023
52 Week High
425.55 — 15 Jul 2024
Top 10 Components
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| NOVO NORDISK B | DK |
| BHP GROUP LTD. | AU |
| PALO ALTO NETWORKS | US |
| AT&T Inc. | US |
| RECRUIT HOLDINGS | JP |
| Tokyo Electron Ltd. | JP |
| McKesson Corp. | US |
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Low
High
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