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
600.71
-7.10 (-1.17%)
As of CET
Week to Week Change
-0.57%
52 Week Change
32.09%
Year to Date Change
29.93%
Daily Low
600.71
Daily High
600.71
52 Week Low
454.78 — 14 Dec 2023
52 Week High
613.09 — 4 Dec 2024
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| NOVO NORDISK B | DK |
| AT&T Inc. | US |
| BHP GROUP LTD. | AU |
| RECRUIT HOLDINGS | JP |
| MasterCard Inc. Cl A | US |
| META PLATFORMS CLASS A | US |
| APPLOVIN A | US |
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