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
SAW1MOL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259372
Last Value
291.01
+1.22 (+0.42%)
As of CET
Week to Week Change
0.30%
52 Week Change
10.38%
Year to Date Change
16.22%
Daily Low
289.54
Daily High
292.13
52 Week Low
205.28 — 3 Nov 2023
52 Week High
291.68 — 21 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 |
| ConocoPhillips | US |
| Netflix Inc. | US |
| Sumitomo Mitsui Financial Grou | JP |
| NOVO NORDISK B | DK |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$554.26
+3.03
1Y Return
12.54%
1Y Volatility
0.14%
STOXX® Europe 600
€466.2
+4.59
1Y Return
5.60%
1Y Volatility
0.12%
STOXX® USA 500
$354.71
+2.18
1Y Return
13.57%
1Y Volatility
0.14%
STOXX® Global Total Market
$276.18
+1.71
1Y Return
12.20%
1Y Volatility
0.12%
STOXX® World AC All Cap
$8761.63
+3.11
1Y Return
10.76%
1Y Volatility
0.34%