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
SAW1MOGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259661
Bloomberg ID
BBG00RHCN786
Last Value
336.5
+0.44 (+0.13%)
As of CET
Week to Week Change
-2.08%
52 Week Change
13.67%
Year to Date Change
8.82%
Daily Low
336.5
Daily High
336.5
52 Week Low
282.73 — 14 Oct 2022
52 Week High
357.56 — 31 Jul 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 |
| META PLATFORMS CLASS A | US |
| ConocoPhillips | US |
| NOVO NORDISK B | DK |
| Netflix Inc. | US |
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Low
High
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