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
22:30-22:30 CET
ISIN
CH0512259141
Last Value
682.37
+2.90 (+0.43%)
As of CET
Week to Week Change
-2.48%
52 Week Change
57.24%
Year to Date Change
57.09%
Daily Low
682.37
Daily High
682.37
52 Week Low
433.34 — 4 Jan 2024
52 Week High
719.86 — 4 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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