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
SAW1ELRZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923866
Bloomberg
SAW1ELRZ INDEX
Last Value
358.9
+2.79 (+0.78%)
As of
CETWeek to Week Change
1.43%
52 Week Change
21.74%
Year to Date Change
16.97%
Daily Low
358.9
Daily High
358.9
52 Week Low
294.82 — 22 Nov 2023
52 Week High
362.52 — 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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