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
SAW1MOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259141
Last Value
555.71
-5.52 (-0.98%)
As of CET
Week to Week Change
-1.91%
52 Week Change
45.60%
Year to Date Change
27.93%
Daily Low
555.71
Daily High
555.71
52 Week Low
370.12 — 4 May 2023
52 Week High
573.35 — 11 Apr 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Apple Inc. | US |
| Netflix Inc. | US |
| NOVO NORDISK B | DK |
| Sumitomo Mitsui Financial Grou | JP |
| McKesson Corp. | US |
| UNICREDIT | IT |
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Low
High
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