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
590.12
-0.14 (-0.02%)
As of CET
Week to Week Change
0.78%
52 Week Change
-2.32%
Year to Date Change
-0.39%
Daily Low
590.12
Daily High
590.12
52 Week Low
477.04 — 7 Apr 2025
52 Week High
624.39 — 19 Feb 2025
Top 10 Components
| Apple Inc. | US |
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| MasterCard Inc. Cl A | US |
| ASML HLDG | NL |
| NOVO NORDISK B | DK |
| CROWDSTRIKE HOLDINGS A | US |
| META PLATFORMS CLASS A | US |
| Tokyo Electron Ltd. | JP |
| McKesson Corp. | US |
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