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
SAW1MOGR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259497
Last Value
442.21
-1.09 (-0.25%)
As of CET
Week to Week Change
-0.49%
52 Week Change
9.19%
Year to Date Change
15.25%
Daily Low
442.21
Daily High
442.21
52 Week Low
377.85 — 23 Mar 2023
52 Week High
444.39 — 20 Nov 2023
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Eli Lilly & Co. | US |
| General Electric Co. | US |
| Gilead Sciences Inc. | US |
| Vertex Pharmaceuticals Inc. | US |
| NOVO NORDISK B | DK |
| ConocoPhillips | US |
| META PLATFORMS CLASS A | US |
| Netflix Inc. | US |
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Low
High
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