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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
SAW1QUGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259257
Last Value
544.27
-12.98 (-2.33%)
As of CET
Week to Week Change
-6.37%
52 Week Change
8.44%
Year to Date Change
-8.13%
Daily Low
544.27
Daily High
544.27
52 Week Low
487.31 — 19 Apr 2024
52 Week High
624.39 — 19 Feb 2025
Top 10 Components
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| NOVO NORDISK B | DK |
| MasterCard Inc. Cl A | US |
| BHP GROUP LTD. | AU |
| META PLATFORMS CLASS A | US |
| AT&T Inc. | US |
| RECRUIT HOLDINGS | JP |
| WALMART INC. | US |
Zoom
335.96
Low
624.39
High
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