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
SAW1QUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259596
Last Value
451.42
-4.70 (-1.03%)
As of CET
Week to Week Change
-1.54%
52 Week Change
24.48%
Year to Date Change
24.19%
Daily Low
451.42
Daily High
451.42
52 Week Low
359.3399 — 4 Jan 2024
52 Week High
463.52 — 6 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)
€503.06
+0.87
1Y Return
5.11%
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%