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
SAW1QUR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259067
Last Value
472.24
+1.26 (+0.27%)
As of CET
Week to Week Change
0.46%
52 Week Change
28.83%
Year to Date Change
7.36%
Daily Low
472.24
Daily High
472.24
52 Week Low
360.88 — 26 Apr 2023
52 Week High
490.23 — 21 Mar 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| NOVO NORDISK B | DK |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| BHP GROUP LTD. | AU |
| PALO ALTO NETWORKS | US |
| MasterCard Inc. Cl A | US |
| Tokyo Electron Ltd. | JP |
| McKesson Corp. | US |
| SERVICENOW | US |
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Low
High
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