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
296.82
+0.69 (+0.23%)
As of CET
Week to Week Change
1.95%
52 Week Change
-15.83%
Year to Date Change
0.42%
52 Week Low
267.98 — 30 Sep 2022
52 Week High
359.87 — 29 Mar 2022
Top 10 Components
| Apple Inc. | Technology | US |
| Gilead Sciences Inc. | Health Care | US |
| Eli Lilly & Co. | Health Care | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| ConocoPhillips | Energy | US |
| Daiichi Sankyo Co. Ltd. | Health Care | JP |
| Sumitomo Mitsui Financial Grou | Banks | JP |
| NOVO NORDISK B | Health Care | DK |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
| Occidental Petroleum Corp. | Energy | US |
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Low
High
Featured indices
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€268.14
-1.40
1Y Return
-6.94%
1Y Volatility
0.12%
STOXX® U.S. Equity Factor
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1Y Return
-10.12%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
$252.94
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STOXX® Global 1800 ESG-X Ax Momentum
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STOXX® Europe 600 Ax Size
€176.28
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1Y Return
-12.94%
1Y Volatility
0.20%