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
SAW1QUGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259323
Bloomberg
SAW1QUGV INDEX
Last Value
444.11
-1.68 (-0.38%)
As of CET
Week to Week Change
0.45%
52 Week Change
29.80%
Year to Date Change
16.23%
Daily Low
444.11
Daily High
444.11
52 Week Low
324.65 — 27 Oct 2023
52 Week High
445.79 — 10 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 |
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Low
High
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