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
SAW1MOL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259372
Last Value
388.69
+0.19 (+0.05%)
As of
CETWeek to Week Change
1.69%
52 Week Change
47.63%
Year to Date Change
29.89%
Daily Low
388.29
Daily High
389.69
52 Week Low
257.56 — 31 May 2023
52 Week High
390.95 — 15 May 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
GE Aerospace | US |
Apple Inc. | US |
NOVO NORDISK B | DK |
Netflix Inc. | US |
Sumitomo Mitsui Financial Grou | JP |
KKR & CO INC | US |
McKesson Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$630.56
-0.56
1Y Return
22.46%
1Y Volatility
0.10%
STOXX® Europe 600
€522.94
-0.68
1Y Return
12.27%
1Y Volatility
0.10%
STOXX® USA 500
$408.07
-0.20
1Y Return
27.99%
1Y Volatility
0.12%
STOXX® Global Total Market
$316.88
+0.11
1Y Return
24.19%
1Y Volatility
0.10%
STOXX® World AC All Cap
$10111.25
+9.45
1Y Return
23.83%
1Y Volatility
0.10%