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
SAW1QUP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512259521
Last Value
466.98
+0.04 (+0.01%)
As of
CETDaily Low
466.22
Daily High
467.39
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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