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
SAW1MOP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259687
Last Value
493.13
-0.62 (-0.13%)
As of CET
Week to Week Change
-2.92%
52 Week Change
47.49%
Year to Date Change
36.19%
Daily Low
493.03
Daily High
493.71
52 Week Low
332.64 — 27 Oct 2023
52 Week High
513.85 — 10 Jul 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Amphenol Corp. Cl A | US |
| Sumitomo Mitsui Financial Grou | JP |
| NOVO NORDISK B | DK |
| Netflix Inc. | US |
| Trane Technologies | US |
| KKR & CO INC | US |
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Low
High
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