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
424.1
+5.27 (+1.26%)
As of CET
Week to Week Change
7.78%
52 Week Change
4.69%
Year to Date Change
-7.75%
Daily Low
424.1
Daily High
424.1
52 Week Low
392.67 — 19 Apr 2024
52 Week High
491.66 — 17 Feb 2025
Top 10 Components
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| Apple Inc. | US |
| NOVO NORDISK B | DK |
| MasterCard Inc. Cl A | US |
| BHP GROUP LTD. | AU |
| META PLATFORMS CLASS A | US |
| WALMART INC. | US |
| McKesson Corp. | US |
| RECRUIT HOLDINGS | JP |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$660.2
+3.93
1Y Return
8.42%
1Y Volatility
0.16%
STOXX® Europe 600 - EUR (Price Return)
€520.45
+1.84
1Y Return
2.38%
1Y Volatility
0.15%
STOXX® USA 500 - USD (Price Return)
$429.09
+3.29
1Y Return
8.76%
1Y Volatility
0.20%
STOXX® Global Total Market - USD (Gross Return)
$332.17
+1.70
1Y Return
9.35%
1Y Volatility
0.15%
STOXX® World AC All Cap - USD (Gross Return)
$10604.37
+55.19
1Y Return
9.55%
1Y Volatility
0.15%