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
SAW1QUGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259323
Bloomberg ID
BBG00RHCN6P9
Last Value
401.09
+2.00 (+0.50%)
As of
CETWeek to Week Change
1.40%
52 Week Change
25.84%
Year to Date Change
4.97%
Daily Low
401.09
Daily High
401.09
52 Week Low
314.22 — 4 May 2023
52 Week High
422.82 — 21 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
Apple Inc. | US |
NOVO NORDISK B | DK |
NVIDIA Corp. | US |
BHP GROUP LTD. | AU |
PALO ALTO NETWORKS | US |
MasterCard Inc. Cl A | US |
Tokyo Electron Ltd. | JP |
McKesson Corp. | US |
AIRBNB A | US |
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Low
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