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
SAW1QUP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259521
Last Value
386.47
-0.75 (-0.19%)
As of
CETWeek to Week Change
-0.55%
52 Week Change
27.86%
Year to Date Change
5.93%
Daily Low
385.99
Daily High
386.89
52 Week Low
302.27 — 26 Apr 2023
52 Week High
405.38 — 21 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
Apple Inc. | US |
NOVO NORDISK B | DK |
NVIDIA Corp. | US |
BHP GROUP LTD. | AU |
PALO ALTO NETWORKS | US |
MasterCard Inc. Cl A | US |
Tokyo Electron Ltd. | JP |
McKesson Corp. | US |
AIRBNB A | US |
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Low
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