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Indices

STOXX® Global 1800 Ax Multi-Factor

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.

Symbol
SAW1MFV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512260800
Last Value
307.09 +0.52 (+0.17%)
As of 10:15 pm CET
Week to Week Change
-1.56%
52 Week Change
8.07%
Year to Date Change
8.29%
52 Week Low
252.2430 Sep 2022
52 Week High
318.3225 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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