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
SAW1MFGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260420
Last Value
439.82
+0.80 (+0.18%)
As of
CETWeek to Week Change
1.39%
52 Week Change
15.49%
Year to Date Change
0.98%
Daily Low
439.82
Daily High
439.82
52 Week Low
368.81 — 23 Mar 2023
52 Week High
439.82 — 11 Jan 2024
Top 10 Components
META PLATFORMS CLASS A | US |
GE Aerospace | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
REGENERON PHARMS. | US |
CADENCE DESIGN SYS. | US |
McKesson Corp. | US |
Vertex Pharmaceuticals Inc. | US |
UNICREDIT | IT |
INTESA SANPAOLO | IT |
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Low
High
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