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
SAW1MFGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260651
Bloomberg ID
BBG00RHCN6K4
Last Value
401
-1.46 (-0.36%)
As of CET
Week to Week Change
1.00%
52 Week Change
27.18%
Year to Date Change
11.40%
Daily Low
401
Daily High
401
52 Week Low
305.8399 — 31 May 2023
52 Week High
412.65 — 8 Apr 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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