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
SAW1MOGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259661
Bloomberg
SAW1MOGV INDEX
Last Value
680.87
+0.68 (+0.10%)
As of
CETWeek to Week Change
-0.50%
52 Week Change
31.11%
Year to Date Change
20.43%
Daily Low
680.87
Daily High
680.87
52 Week Low
474.31 — 5 Aug 2024
52 Week High
684.3 — 6 Jun 2025
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
GE Aerospace | US |
Netflix Inc. | US |
XIAOMI | HK |
Amphenol Corp. Cl A | US |
PALANTIR TECHNOLOGIES A | US |
GE VERNOVA | US |
SPOTIFY TECHNOLOGY | US |
ROLLS ROYCE HLDG | GB |
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