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
SAW1MFP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512260727
Last Value
360.61
+0.57 (+0.16%)
As of CET
Week to Week Change
0.56%
52 Week Change
16.32%
Year to Date Change
8.28%
Daily Low
359.53
Daily High
360.71
52 Week Low
288.21 — 23 Mar 2023
52 Week High
359.75 — 12 Feb 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| GE Aerospace | US |
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| REGENERON PHARMS. | US |
| CADENCE DESIGN SYS. | US |
| McKesson Corp. | US |
| Vertex Pharmaceuticals Inc. | US |
| UNICREDIT | IT |
| STELLANTIS | IT |
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Low
High
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