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
SAW1QUP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259521
Last Value
417.58
-9.35 (-2.19%)
As of
CETWeek to Week Change
-1.37%
52 Week Change
27.94%
Year to Date Change
14.46%
Daily Low
417.52
Daily High
426.44
52 Week Low
321.79 — 27 Oct 2023
52 Week High
426.42 — 17 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
€514.83
-2.47
1Y Return
11.73%
1Y Volatility
0.10%
STOXX® USA 500
$430.56
-6.43
1Y Return
23.65%
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%