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
SAW1MOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259141
Last Value
426.36
+4.72 (+1.12%)
As of CET
Week to Week Change
1.25%
52 Week Change
10.88%
Year to Date Change
16.25%
Daily Low
426.36
Daily High
426.36
52 Week Low
360.94 — 23 Mar 2023
52 Week High
426.36 — 1 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 |
| ConocoPhillips | US |
| Sumitomo Mitsui Financial Grou | JP |
| NOVO NORDISK B | DK |
| Netflix Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$551.82
+0.80
1Y Return
13.43%
1Y Volatility
0.14%
STOXX® Europe 600
€467.62
+1.84
1Y Return
6.54%
1Y Volatility
0.12%
STOXX® USA 500
$352.08
-0.72
1Y Return
14.91%
1Y Volatility
0.14%
STOXX® Global Total Market
$274.73
-0.63
1Y Return
13.01%
1Y Volatility
0.12%
STOXX® World AC All Cap
$8755.26
-24.70
1Y Return
12.22%
1Y Volatility
0.34%