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
SAW1MFL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260479
Last Value
301.18
-3.03 (-1.00%)
As of
CETWeek to Week Change
-0.21%
52 Week Change
23.03%
Year to Date Change
9.43%
Daily Low
298.02
Daily High
304.19
52 Week Low
236.61 — 31 May 2023
52 Week High
314.3399 — 21 Mar 2024
Top 10 Components
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
REGENERON PHARMS. | US |
CADENCE DESIGN SYS. | US |
McKesson Corp. | US |
Vertex Pharmaceuticals Inc. | US |
UNICREDIT | IT |
INTESA SANPAOLO | IT |
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Low
High
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