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
22:15-22:15 CET
ISIN
CH0512259596
Last Value
375.79
-3.25 (-0.86%)
As of
CETWeek to Week Change
-0.94%
52 Week Change
24.06%
Year to Date Change
3.38%
Daily Low
375.79
Daily High
375.79
52 Week Low
299.87 — 4 May 2023
52 Week High
402.07 — 21 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
NOVO NORDISK B | DK |
Apple Inc. | US |
NVIDIA Corp. | US |
BHP GROUP LTD. | AU |
PALO ALTO NETWORKS | US |
Tokyo Electron Ltd. | JP |
MasterCard Inc. Cl A | US |
McKesson Corp. | US |
AIRBNB A | US |
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