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
SAW1QUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259315
Last Value
271.61
+0.12 (+0.04%)
As of
CETWeek to Week Change
-0.17%
52 Week Change
20.64%
Year to Date Change
13.80%
Daily Low
270.43
Daily High
271.86
52 Week Low
209.58 — 30 Sep 2022
52 Week High
280.94 — 1 Aug 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
€271.58
-0.99
1Y Return
6.98%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€571.2
-6.88
1Y Return
7.40%
1Y Volatility
0.17%
STOXX® Global 1800 Ax Momentum
$271.31
-0.70
1Y Return
16.26%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%