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
SAW1QUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259315
Last Value
340.48
+0.68 (+0.20%)
As of CET
Week to Week Change
-0.29%
52 Week Change
29.35%
Year to Date Change
12.92%
Daily Low
339.82
Daily High
340.58
52 Week Low
257.08 — 27 Oct 2023
52 Week High
341.48 — 19 Jun 2024
Top 10 Components
| Apple Inc. | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| NOVO NORDISK B | DK |
| BHP GROUP LTD. | AU |
| AT&T Inc. | US |
| PALO ALTO NETWORKS | US |
| RECRUIT HOLDINGS | JP |
| McKesson Corp. | US |
| MasterCard Inc. Cl A | US |
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Low
High
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