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
732.87
-9.17 (-1.24%)
As of
CETWeek to Week Change
3.25%
52 Week Change
54.24%
Year to Date Change
6.00%
Daily Low
732.87
Daily High
732.87
52 Week Low
472.24 — 31 Jan 2024
52 Week High
742.04 — 23 Jan 2025
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
SPOTIFY TECHNOLOGY | US |
Constellation Energy | US |
Amphenol Corp. Cl A | US |
KKR & CO INC | US |
GE VERNOVA | US |
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Low
High
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