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
SAW1MOP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259687
Last Value
432.39
+2.79 (+0.65%)
As of
CETWeek to Week Change
3.15%
52 Week Change
31.65%
Year to Date Change
19.42%
Daily Low
428.87
Daily High
432.5
52 Week Low
304.99 — 23 Mar 2023
52 Week High
429.42 — 15 Feb 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Eli Lilly & Co. | US |
GE Aerospace | US |
Apple Inc. | US |
Netflix Inc. | US |
NOVO NORDISK B | DK |
Sumitomo Mitsui Financial Grou | JP |
McKesson Corp. | US |
UNICREDIT | IT |
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Low
High
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