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
SAW1MOGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259661
Bloomberg
SAW1MOGV INDEX
Last Value
507.77
+5.12 (+1.02%)
As of
CETWeek to Week Change
-2.55%
52 Week Change
42.01%
Year to Date Change
34.63%
Daily Low
507.77
Daily High
507.77
52 Week Low
334.31 — 27 Oct 2023
52 Week High
533.78 — 10 Jul 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Eli Lilly & Co. | US |
GE Aerospace | US |
Amphenol Corp. Cl A | US |
Netflix Inc. | US |
Trane Technologies | US |
NOVO NORDISK B | DK |
Sumitomo Mitsui Financial Grou | JP |
KKR & CO INC | US |
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Low
High
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