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
SAW1ELRP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524921746
Last Value
321.69
+0.13 (+0.04%)
As of
CETWeek to Week Change
0.34%
52 Week Change
22.79%
Year to Date Change
18.24%
Daily Low
320.74
Daily High
321.91
52 Week Low
261.91 — 29 Nov 2023
52 Week High
321.56 — 20 Nov 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
Coca-Cola Co. | US |
VISA Inc. Cl A | US |
Johnson & Johnson | US |
International Business Machine | US |
T-Mobile US Inc | US |
LINDE | US |
NVIDIA Corp. | US |
CME Group Inc. Cl A | US |
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