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
SAW1MFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260826
Last Value
524.07
-9.17 (-1.72%)
As of CET
Week to Week Change
-4.36%
52 Week Change
14.16%
Year to Date Change
-1.60%
Daily Low
524.07
Daily High
524.07
52 Week Low
455.19 — 5 Aug 2024
52 Week High
573.5 — 10 Feb 2025
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| AT&T Inc. | US |
| NVIDIA Corp. | US |
| GE Aerospace | US |
| UNICREDIT | IT |
| McKesson Corp. | US |
| SPOTIFY TECHNOLOGY | US |
| INTESA SANPAOLO | IT |
| Roper Technologies Inc. | US |
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