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
467.26
-0.34 (-0.07%)
As of CET
Week to Week Change
-1.27%
52 Week Change
-0.76%
Year to Date Change
4.31%
Daily Low
466.85
Daily High
467.38
52 Week Low
369.52 — 7 Apr 2025
52 Week High
485.06 — 19 Feb 2025
Top 10 Components
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| NOVO NORDISK B | DK |
| ASML HLDG | NL |
| NEWMONT | US |
| APPLOVIN A | US |
| Tokyo Electron Ltd. | JP |
| CROWDSTRIKE HOLDINGS A | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$815.19
+1.09
1Y Return
16.44%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€608.34
-0.52
1Y Return
14.77%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$531.42
+0.18
1Y Return
12.06%
1Y Volatility
0.19%
STOXX® Global Total Market - USD (Gross Return)
$424.98
+0.28
1Y Return
21.21%
1Y Volatility
0.14%
STOXX® World AC All Cap - USD (Gross Return)
$13558.75
+11.44
1Y Return
21.36%
1Y Volatility
0.14%