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
SAW1EQUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921597
Last Value
328.17
+0.04 (+0.01%)
As of
CETWeek to Week Change
0.76%
52 Week Change
26.37%
Year to Date Change
6.70%
Daily Low
327.9
Daily High
328.42
52 Week Low
257.08 — 24 May 2023
52 Week High
338.2799 — 21 Mar 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NOVO NORDISK B | DK |
SERVICENOW | US |
BP | GB |
NVIDIA Corp. | US |
PALO ALTO NETWORKS | US |
MasterCard Inc. Cl A | US |
Tokyo Electron Ltd. | JP |
McKesson Corp. | US |
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