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
SAW1MOP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259687
Last Value
355.79
+2.23 (+0.63%)
As of
CETWeek to Week Change
0.37%
52 Week Change
11.11%
Year to Date Change
14.52%
Daily Low
352.81
Daily High
356.02
52 Week Low
256.01 — 3 Nov 2023
52 Week High
354.47 — 4 Dec 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 |
Sumitomo Mitsui Financial Grou | JP |
ConocoPhillips | US |
META PLATFORMS CLASS A | US |
Netflix Inc. | US |
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Low
High
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