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
SAW1ESZG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921639
Last Value
323.13
+0.54 (+0.17%)
As of
CETWeek to Week Change
-0.09%
52 Week Change
16.87%
Year to Date Change
5.83%
Daily Low
323.13
Daily High
323.13
52 Week Low
269.66 — 30 Oct 2023
52 Week High
332.97 — 28 Mar 2024
Top 10 Components
VERTIV HOLDINGS A | US |
GARTNER 'A' | US |
WEST PHARM.SVS. | US |
WABTEC | US |
TARGA RESOURCES | US |
PULTEGROUP | US |
NVR Inc. | US |
RAYMOND JAMES FINL. | US |
Western Digital Corp. | US |
Iron Mountain Inc. | US |
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Low
High
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