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
SAW1MFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260826
Last Value
389.6
-2.30 (-0.59%)
As of CET
Week to Week Change
1.10%
52 Week Change
8.82%
Year to Date Change
10.73%
52 Week Low
340.96 — 30 Sep 2022
52 Week High
391.9 — 14 Sep 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 |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| Roper Technologies Inc. | Technology | US |
| STELLANTIS | Automobiles and Parts | IT |
Zoom
Low
High
Featured indices
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€277.72
+0.19
1Y Return
13.06%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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1Y Return
5.69%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
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STOXX® Global 1800 ESG-X Ax Momentum
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STOXX® Europe 600 Ax Size
€177.93
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1Y Return
12.03%
1Y Volatility
0.15%