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
SAW1MFL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260479
Last Value
331.63
-0.40 (-0.12%)
As of
CETWeek to Week Change
0.06%
52 Week Change
19.30%
Year to Date Change
0.91%
Daily Low
331.61
Daily High
331.85
52 Week Low
275.81 — 17 Jan 2024
52 Week High
346.58 — 6 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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