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
SAW1MFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260826
Last Value
486.8
-7.05 (-1.43%)
As of CET
Week to Week Change
-0.80%
52 Week Change
30.60%
Year to Date Change
18.45%
Daily Low
486.8
Daily High
486.8
52 Week Low
372.08 — 27 Oct 2023
52 Week High
493.93 — 10 Jul 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| NVIDIA Corp. | US |
| REGENERON PHARMS. | US |
| Vertex Pharmaceuticals Inc. | US |
| McKesson Corp. | US |
| UNICREDIT | IT |
| INTESA SANPAOLO | IT |
| Roper Technologies Inc. | US |
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Low
High
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