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
SAW1MOR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0512259141
Last Value
552.12
-3.26 (-0.59%)
As of CET
Week to Week Change
-0.34%
52 Week Change
46.63%
Year to Date Change
27.11%
Daily Low
552.12
Daily High
552.12
52 Week Low
370.12 — 4 May 2023
52 Week High
573.35 — 11 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$607.8
+1.34
1Y Return
17.39%
1Y Volatility
0.10%
STOXX® Europe 600
€509.07
+1.09
1Y Return
9.03%
1Y Volatility
0.10%
STOXX® USA 500
$393.04
+3.43
1Y Return
23.02%
1Y Volatility
0.12%
STOXX® Global Total Market
$303.78
+2.56
1Y Return
18.87%
1Y Volatility
0.10%
STOXX® World AC All Cap
$9685.1
+4.93
1Y Return
18.40%
1Y Volatility
0.10%