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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1EMOV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921266
Last Value
433.35
+5.81 (+1.36%)
As of
CETWeek to Week Change
0.80%
52 Week Change
37.90%
Year to Date Change
22.59%
Daily Low
433.35
Daily High
433.35
52 Week Low
306.81 — 31 May 2023
52 Week High
451.01 — 25 Mar 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Vertex Pharmaceuticals Inc. | US |
NOVO NORDISK B | DK |
McKesson Corp. | US |
MARATHON PETROLEUM | US |
UNICREDIT | IT |
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Low
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