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
SAW1MOL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0512259372
Last Value
371.75
+3.92 (+1.07%)
As of CET
Week to Week Change
2.12%
52 Week Change
40.86%
Year to Date Change
24.23%
Daily Low
367.68
Daily High
372.41
52 Week Low
257.56 — 31 May 2023
52 Week High
387.37 — 5 Apr 2024
Top 10 Components
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| Eli Lilly & Co. | US |
| GE Aerospace | US |
| Apple Inc. | US |
| NOVO NORDISK B | DK |
| Netflix Inc. | US |
| Sumitomo Mitsui Financial Grou | JP |
| McKesson Corp. | US |
| UNICREDIT | IT |
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Low
High
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