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
SAW1QUP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259521
Last Value
315.54
-0.70 (-0.22%)
As of
CETWeek to Week Change
1.11%
52 Week Change
0.43%
Year to Date Change
6.55%
Daily Low
315.26
Daily High
315.66
52 Week Low
273.7 — 20 Jun 2022
52 Week High
327.22 — 4 Apr 2022
Top 10 Components
NOVO NORDISK B | Health Care | DK |
Exxon Mobil Corp. | Energy | US |
BHP GROUP LTD. | Basic Resources | AU |
Costco Wholesale Corp. | Retail | US |
Apple Inc. | Technology | US |
Texas Instruments Inc. | Technology | US |
MODERNA | Health Care | US |
Tokyo Electron Ltd. | Technology | JP |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
RAYTHEON TECHNOLOGIES | Industrial Goods and Services | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€278.98
-0.02
1Y Return
-4.81%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor
€532.17
+5.47
1Y Return
-6.94%
1Y Volatility
0.24%
STOXX® Global 1800 Ax Momentum
$262.71
+0.31
1Y Return
-7.51%
1Y Volatility
0.24%
STOXX® Global 1800 ESG-X Ax Momentum
$270.28
+0.72
1Y Return
-9.52%
1Y Volatility
0.25%
STOXX® Europe 600 Ax Size
€188.68
+1.01
1Y Return
-10.57%
1Y Volatility
0.22%