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
411.67
-0.86 (-0.21%)
As of
CETWeek to Week Change
2.08%
52 Week Change
35.06%
Year to Date Change
14.36%
Daily Low
411.67
Daily High
411.67
52 Week Low
304.8 — 27 Mar 2023
52 Week High
412.5299 — 21 Mar 2024
Top 10 Components
META PLATFORMS CLASS A | US |
General Electric Co. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
REGENERON PHARMS. | US |
CADENCE DESIGN SYS. | US |
McKesson Corp. | US |
Vertex Pharmaceuticals Inc. | US |
UNICREDIT | IT |
STELLANTIS | IT |
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