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
SAW1MOP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259687
Last Value
512.17
+5.94 (+1.17%)
As of CET
Week to Week Change
1.62%
52 Week Change
11.14%
Year to Date Change
-10.24%
Daily Low
509.61
Daily High
513.23
52 Week Low
450.06 — 5 Aug 2024
52 Week High
622.9299 — 19 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 |
| ROLLS ROYCE HLDG | GB |
| Amphenol Corp. Cl A | US |
| McKesson Corp. | US |
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