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
SAW1EQUG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921464
Last Value
591.51
+4.53 (+0.77%)
As of
CETWeek to Week Change
0.17%
52 Week Change
33.33%
Year to Date Change
24.96%
Daily Low
591.51
Daily High
591.51
52 Week Low
443.63 — 21 Nov 2023
52 Week High
593.26 — 12 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
AT&T Inc. | US |
MasterCard Inc. Cl A | US |
NOVO NORDISK B | DK |
PALO ALTO NETWORKS | US |
RECRUIT HOLDINGS | JP |
MERCADOLIBRE | US |
McKesson Corp. | US |
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