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
22:30-22:30 CET
ISIN
CH0512259661
Bloomberg
SAW1MOGV INDEX
Last Value
576.22
+6.67 (+1.17%)
As of CET
Week to Week Change
-0.99%
52 Week Change
56.96%
Year to Date Change
52.78%
Daily Low
576.22
Daily High
576.22
52 Week Low
361.76 — 6 Dec 2023
52 Week High
585 — 11 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Eli Lilly & Co. | US |
| Netflix Inc. | US |
| KKR & CO INC | US |
| Trane Technologies | US |
| Amphenol Corp. Cl A | US |
| INTERCONTINENTALEXCHANGE INC | US |
| McKesson Corp. | US |
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