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
452.78
+0.87 (+0.19%)
As of CET
Week to Week Change
-0.76%
52 Week Change
32.29%
Year to Date Change
24.11%
Daily Low
450.82
Daily High
454.88
52 Week Low
342.27 — 20 Nov 2023
52 Week High
456.44 — 12 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| NOVO NORDISK B | DK |
| AT&T Inc. | US |
| BHP GROUP LTD. | AU |
| RECRUIT HOLDINGS | JP |
| MasterCard Inc. Cl A | US |
| McKesson Corp. | US |
| META PLATFORMS CLASS A | US |
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