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
SAW1MFP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260727
Last Value
381.07
+2.30 (+0.61%)
As of CET
Week to Week Change
-4.03%
52 Week Change
21.54%
Year to Date Change
14.43%
Daily Low
378.52
Daily High
381.12
52 Week Low
302.23 — 27 Oct 2023
52 Week High
397.0899 — 2 Sep 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 |
| UNICREDIT | IT |
| McKesson Corp. | US |
| INTESA SANPAOLO | IT |
| Roper Technologies Inc. | US |
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Low
High
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