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
SAW1MOP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259687
Last Value
563.2
+2.39 (+0.43%)
As of CET
Week to Week Change
-2.22%
52 Week Change
55.66%
Year to Date Change
55.54%
Daily Low
553.87
Daily High
565.86
52 Week Low
361.22 — 4 Jan 2024
52 Week High
595.08 — 5 Dec 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Netflix Inc. | US |
| KKR & CO INC | US |
| Amphenol Corp. Cl A | US |
| Trane Technologies | US |
| APPLOVIN A | US |
| INTERCONTINENTALEXCHANGE INC | US |
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