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
00:00-22:30 CET
ISIN
CH0512259315
Last Value
359.64
+1.21 (+0.34%)
As of
CETWeek to Week Change
-2.81%
52 Week Change
18.06%
Year to Date Change
19.28%
Daily Low
358.56
Daily High
359.66
52 Week Low
298.05 — 4 Jan 2024
52 Week High
379.96 — 9 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$676.31
+0.56
1Y Return
16.87%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€503.53
+1.34
1Y Return
5.20%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$460.43
+5.10
1Y Return
24.88%
1Y Volatility
0.13%
STOXX® Global Total Market - USD (Gross Return)
$338.77
+1.94
1Y Return
16.95%
1Y Volatility
0.11%
STOXX® World AC All Cap - USD (Gross Return)
$10823.2
+21.08
1Y Return
18.38%
1Y Volatility
0.11%