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
SAW1QUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259323
Bloomberg
SAW1QUGV INDEX
Last Value
460.79
-0.27 (-0.06%)
As of
CETWeek to Week Change
-3.25%
52 Week Change
19.44%
Year to Date Change
20.59%
Daily Low
460.79
Daily High
460.79
52 Week Low
377.73 — 4 Jan 2024
52 Week High
488.57 — 6 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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