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
SAW1EMFZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923833
Bloomberg
SAW1EMFZ INDEX
Last Value
420.15
-1.07 (-0.25%)
As of
CETWeek to Week Change
0.06%
52 Week Change
36.71%
Year to Date Change
20.15%
Daily Low
420.15
Daily High
420.15
52 Week Low
307.32 — 31 Oct 2023
52 Week High
426.66 — 18 Oct 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
AT&T Inc. | US |
REGENERON PHARMS. | US |
UNICREDIT | IT |
McKesson Corp. | US |
AFLAC Inc. | US |
GENERAL MOTORS | US |
INVESTOR B | SE |
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