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
SAW1MFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260800
Last Value
401.86
-3.86 (-0.95%)
As of CET
Week to Week Change
-0.47%
52 Week Change
27.55%
Year to Date Change
18.33%
Daily Low
401.86
Daily High
401.86
52 Week Low
297.25 — 27 Oct 2023
52 Week High
405.72 — 16 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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