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
SAW1MOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259141
Last Value
570.84
-4.31 (-0.75%)
As of CET
Week to Week Change
0.79%
52 Week Change
49.91%
Year to Date Change
31.41%
Daily Low
570.84
Daily High
570.84
52 Week Low
380.62 — 25 May 2023
52 Week High
575.15 — 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 |
| McKesson Corp. | US |
| KKR & CO INC | US |
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Low
High
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