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
407.99
-3.74 (-0.91%)
As of CET
Week to Week Change
-2.74%
52 Week Change
7.00%
Year to Date Change
11.24%
Daily Low
407.99
Daily High
407.99
52 Week Low
360.94 — 23 Mar 2023
52 Week High
419.47 — 14 Sep 2023
Top 10 Components
| NVIDIA Corp. | Technology | US |
| Apple Inc. | Technology | US |
| Eli Lilly & Co. | Health Care | US |
| General Electric Co. | Industrial Goods and Services | US |
| Gilead Sciences Inc. | Health Care | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| ConocoPhillips | Energy | US |
| Sumitomo Mitsui Financial Grou | Banks | JP |
| NOVO NORDISK B | Health Care | DK |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
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Low
High
Featured indices
STOXX® International Equity Factor
€280.14
+0.15
1Y Return
12.29%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€572.18
-0.42
1Y Return
6.29%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%