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
22:30-22:30 CET
ISIN
CH0512260420
Last Value
555.05
+4.05 (+0.74%)
As of CET
Week to Week Change
-3.01%
52 Week Change
13.10%
Year to Date Change
-2.10%
Daily Low
555.05
Daily High
555.05
52 Week Low
483.74 — 5 Aug 2024
52 Week High
610.69 — 10 Feb 2025
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| AT&T Inc. | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| UNICREDIT | IT |
| SPOTIFY TECHNOLOGY | US |
| McKesson Corp. | US |
| INTESA SANPAOLO | IT |
| Roper Technologies Inc. | US |
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Low
High
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