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
SAW1EQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921704
Last Value
442.42
+2.85 (+0.65%)
As of
CETWeek to Week Change
-0.87%
52 Week Change
27.99%
Year to Date Change
19.64%
Daily Low
442.42
Daily High
442.42
52 Week Low
345.68 — 20 Nov 2023
52 Week High
449.56 — 11 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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