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
329.23
+2.83 (+0.87%)
As of CET
Week to Week Change
0.21%
52 Week Change
23.12%
Year to Date Change
10.13%
Daily Low
329.23
Daily High
329.23
52 Week Low
265.65 — 30 Sep 2022
52 Week High
336.72 — 25 Jul 2023
Top 10 Components
| Exxon Mobil Corp. | Energy | US |
| General Electric Co. | Industrial Goods and Services | US |
| Costco Wholesale Corp. | Retail | US |
| REGENERON PHARMS. | Health Care | US |
| SYNOPSYS | Technology | US |
| CADENCE DESIGN SYS. | Technology | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
| Roper Technologies Inc. | Technology | US |
| STELLANTIS | Automobiles and Parts | IT |
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Low
High
Featured indices
STOXX® International Equity Factor
€271.58
-0.99
1Y Return
6.98%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€571.2
-6.88
1Y Return
7.40%
1Y Volatility
0.17%
STOXX® Global 1800 Ax Momentum
$271.31
-0.70
1Y Return
16.26%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%