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
SAW1EMOL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524922066
Last Value
408.36
-0.20 (-0.05%)
As of
CETWeek to Week Change
0.27%
52 Week Change
44.75%
Year to Date Change
37.83%
Daily Low
406.99
Daily High
409.93
52 Week Low
263.21 — 27 Oct 2023
52 Week High
410.68 — 10 Jul 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Eli Lilly & Co. | US |
Netflix Inc. | US |
Vertex Pharmaceuticals Inc. | US |
Apple Inc. | US |
NOVO NORDISK B | DK |
Trane Technologies | US |
McKesson Corp. | US |
UNICREDIT | IT |
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