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
SAW1MOGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259497
Last Value
719.07
+3.07 (+0.43%)
As of
CETWeek to Week Change
-2.47%
52 Week Change
57.62%
Year to Date Change
57.56%
Daily Low
719.07
Daily High
719.07
52 Week Low
455.28 — 4 Jan 2024
52 Week High
758.44 — 4 Dec 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
KKR & CO INC | US |
Amphenol Corp. Cl A | US |
Trane Technologies | US |
GE VERNOVA | US |
INTERCONTINENTALEXCHANGE INC | US |
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