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
SAW1EMFG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923684
Last Value
504.4
+3.81 (+0.76%)
As of
CETWeek to Week Change
1.22%
52 Week Change
32.68%
Year to Date Change
18.31%
Daily Low
504.4
Daily High
504.4
52 Week Low
380.15 — 10 Jul 2023
52 Week High
504.4 — 10 Jul 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
REGENERON PHARMS. | US |
Vertex Pharmaceuticals Inc. | US |
CADENCE DESIGN SYS. | US |
McKesson Corp. | US |
UNICREDIT | IT |
AT&T Inc. | US |
PHILLIPS 66 | US |
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Low
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