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
464.21
+3.76 (+0.82%)
As of CET
Week to Week Change
-0.75%
52 Week Change
29.74%
Year to Date Change
21.49%
Daily Low
464.21
Daily High
464.21
52 Week Low
357.81 — 20 Nov 2023
52 Week High
472.27 — 8 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| NOVO NORDISK B | DK |
| AT&T Inc. | US |
| BHP GROUP LTD. | AU |
| RECRUIT HOLDINGS | JP |
| MasterCard Inc. Cl A | US |
| McKesson Corp. | US |
| META PLATFORMS CLASS A | US |
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Low
High
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