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
SAW1MFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260420
Last Value
519.36
-0.81 (-0.16%)
As of CET
Week to Week Change
-0.28%
52 Week Change
33.85%
Year to Date Change
19.24%
Daily Low
519.36
Daily High
519.36
52 Week Low
388.02 — 26 Jun 2023
52 Week High
521.19 — 20 Jun 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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