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
SAW1MOL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259372
Last Value
442.26
+2.71 (+0.62%)
As of CET
Week to Week Change
-3.74%
52 Week Change
48.71%
Year to Date Change
47.79%
Daily Low
434.64
Daily High
445.96
52 Week Low
297.39 — 20 Dec 2023
52 Week High
472.65 — 9 Dec 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Netflix Inc. | US |
| Amphenol Corp. Cl A | US |
| KKR & CO INC | US |
| Trane Technologies | US |
| INTERCONTINENTALEXCHANGE INC | US |
| WALMART INC. | US |
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