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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
432.56
+2.79 (+0.65%)
As of
CETWeek to Week Change
9.01%
52 Week Change
15.05%
Year to Date Change
-2.30%
Daily Low
430.07
Daily High
432.97
52 Week Low
360.74 — 19 Apr 2024
52 Week High
491.46 — 18 Feb 2025
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
GE Aerospace | US |
Netflix Inc. | US |
XIAOMI | HK |
SPOTIFY TECHNOLOGY | US |
UNICREDIT | IT |
Amphenol Corp. Cl A | US |
McKesson Corp. | US |
ROLLS ROYCE HLDG | GB |
Zoom
430.08
Low
432.94
High
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