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
675.74
-1.22 (-0.18%)
As of CET
Week to Week Change
-7.37%
52 Week Change
16.88%
Year to Date Change
-7.26%
Daily Low
675.74
Daily High
675.74
52 Week Low
566.69 — 19 Apr 2024
52 Week High
795.69 — 19 Feb 2025
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Netflix Inc. | US |
| Eli Lilly & Co. | US |
| ROLLS ROYCE HLDG | GB |
| UNICREDIT | IT |
| SPOTIFY TECHNOLOGY | US |
| INTERCONTINENTALEXCHANGE INC | US |
| Amphenol Corp. Cl A | US |
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Low
High
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