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Indices

STOXX® Global 1800 Ax Multi-Factor

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.

Symbol
SAW1MFP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260727
Last Value
423.38 -1.69 (-0.40%)
As of 10:00 pm CET
Week to Week Change
-0.73%
52 Week Change
25.49%
Year to Date Change
-0.04%
Daily Low
421.2
Daily High
424.58
52 Week Low
336.6217 Jan 2024
52 Week High
435.284 Dec 2024

Top 10 Components

META PLATFORMS CLASS A US
Costco Wholesale Corp. US
NVIDIA Corp. US
AT&T Inc. US
GE Aerospace US
McKesson Corp. US
SPOTIFY TECHNOLOGY US
UNICREDIT IT
INTESA SANPAOLO IT
GENERAL MOTORS US
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