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
SAW1MOV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259265
Last Value
438.59
+4.35 (+1.00%)
As of CET
Week to Week Change
-2.66%
52 Week Change
38.65%
Year to Date Change
22.18%
Daily Low
438.59
Daily High
438.59
52 Week Low
306.81 — 31 May 2023
52 Week High
466.02 — 5 Apr 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| NVIDIA Corp. | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Apple Inc. | US |
| NOVO NORDISK B | DK |
| Netflix Inc. | US |
| Sumitomo Mitsui Financial Grou | JP |
| McKesson Corp. | US |
| KKR & CO INC | US |
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Low
High
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