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
SAW1ELRV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923627
Last Value
330.06
-1.19 (-0.36%)
As of
CETWeek to Week Change
0.42%
52 Week Change
24.00%
Year to Date Change
16.20%
Daily Low
330.06
Daily High
330.06
52 Week Low
266.18 — 13 Nov 2023
52 Week High
334.29 — 18 Oct 2024
Top 10 Components
Apple Inc. | US |
Coca-Cola Co. | US |
Microsoft Corp. | US |
VISA Inc. Cl A | US |
International Business Machine | US |
Johnson & Johnson | US |
T-Mobile US Inc | US |
NVIDIA Corp. | US |
LINDE | US |
CME Group Inc. Cl A | US |
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