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
SAW1ELRG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921993
Last Value
413.75
+0.15 (+0.04%)
As of
CETWeek to Week Change
0.95%
52 Week Change
18.13%
Year to Date Change
10.60%
Daily Low
413.75
Daily High
413.75
52 Week Low
345.4 — 27 Oct 2023
52 Week High
413.75 — 17 Jul 2024
Top 10 Components
Apple Inc. | US |
Merck & Co. Inc. | US |
Microsoft Corp. | US |
Coca-Cola Co. | US |
International Business Machine | US |
Johnson & Johnson | US |
VISA Inc. Cl A | US |
McDonald's Corp. | US |
Waste Management Inc. | US |
NVIDIA Corp. | US |
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