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
SAW1QUGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259257
Last Value
539.86
-1.01 (-0.19%)
As of
CETWeek to Week Change
0.69%
52 Week Change
33.09%
Year to Date Change
16.76%
Daily Low
539.86
Daily High
539.86
52 Week Low
405.63 — 10 Jul 2023
52 Week High
540.87 — 5 Jul 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
NOVO NORDISK B | DK |
BHP GROUP LTD. | AU |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
RECRUIT HOLDINGS | JP |
Tokyo Electron Ltd. | JP |
McKesson Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$656.08
-5.84
1Y Return
19.06%
1Y Volatility
0.10%
STOXX® Europe 600
€515.03
+0.20
1Y Return
11.78%
1Y Volatility
0.10%
STOXX® USA 500
$430.41
-6.58
1Y Return
22.69%
1Y Volatility
0.11%
STOXX® Global Total Market
$330.25
-2.80
1Y Return
19.64%
1Y Volatility
0.10%
STOXX® World AC All Cap
$10491.88
-15.00
1Y Return
18.96%
1Y Volatility
0.10%