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
262.71
+0.31 (+0.12%)
As of
CETWeek to Week Change
1.77%
52 Week Change
-7.51%
Year to Date Change
4.92%
Daily Low
259.78
Daily High
262.75
52 Week Low
227.7 — 30 Sep 2022
52 Week High
309.3399 — 29 Mar 2022
Top 10 Components
Apple Inc. | Technology | US |
ConocoPhillips | Energy | US |
Eli Lilly & Co. | Health Care | US |
Vertex Pharmaceuticals Inc. | Health Care | US |
Daiichi Sankyo Co. Ltd. | Health Care | JP |
Sumitomo Mitsui Financial Grou | Banks | JP |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
Occidental Petroleum Corp. | Energy | US |
NOVO NORDISK B | Health Care | DK |
Devon Energy Corp. | Energy | US |
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Low
High
Featured indices
STOXX® International Equity Factor
€279.09
+0.12
1Y Return
-3.48%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor
€535.13
+2.35
1Y Return
-4.85%
1Y Volatility
0.24%
STOXX® Global 1800 Ax Momentum
$262.71
+0.31
1Y Return
-7.51%
1Y Volatility
0.24%
STOXX® Global 1800 ESG-X Ax Momentum
$270.28
+0.72
1Y Return
-9.52%
1Y Volatility
0.25%
STOXX® Europe 600 Ax Size
€188.68
+1.01
1Y Return
-10.57%
1Y Volatility
0.22%