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
SAW1MOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259141
Last Value
613.3
-7.11 (-1.15%)
As of CET
Week to Week Change
-0.04%
52 Week Change
55.49%
Year to Date Change
41.19%
Daily Low
613.3
Daily High
613.3
52 Week Low
393.79 — 14 Jul 2023
52 Week High
620.41 — 10 Jul 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Amphenol Corp. Cl A | US |
| NOVO NORDISK B | DK |
| Sumitomo Mitsui Financial Grou | JP |
| Netflix Inc. | US |
| Trane Technologies | US |
| KKR & CO INC | US |
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Low
High
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