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
SAW1QUGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259323
Bloomberg ID
BBG00RHCN6P9
Last Value
342.43
-2.25 (-0.65%)
As of
CETWeek to Week Change
-0.62%
52 Week Change
23.14%
Year to Date Change
15.60%
52 Week Low
259.25 — 26 Sep 2022
52 Week High
353.38 — 31 Jul 2023
Top 10 Components
Apple Inc. | Technology | US |
Costco Wholesale Corp. | Retail | US |
NOVO NORDISK B | Health Care | DK |
BHP GROUP LTD. | Basic Resources | AU |
SERVICENOW | Technology | US |
Texas Instruments Inc. | Technology | US |
PALO ALTO NETWORKS | Technology | US |
BP | Energy | GB |
MasterCard Inc. Cl A | Industrial Goods and Services | US |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
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Low
High
Featured indices
STOXX® International Equity Factor
€282.66
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1Y Return
9.34%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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1Y Return
5.37%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
$274.65
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STOXX® Global 1800 ESG-X Ax Momentum
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STOXX® Europe 600 Ax Size
€181.8
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1Y Return
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1Y Volatility
0.15%