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
SAW1EQUL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524921597
Last Value
363.7
-0.40 (-0.11%)
As of CET
Week to Week Change
-1.00%
52 Week Change
26.42%
Year to Date Change
18.25%
Daily Low
363.69
Daily High
364.22
52 Week Low
287.7 — 20 Nov 2023
52 Week High
370.04 — 11 Nov 2024
Top 10 Components
| NVIDIA Corp. | US |
| Costco Wholesale Corp. | US |
| Apple Inc. | US |
| AT&T Inc. | US |
| MasterCard Inc. Cl A | US |
| NOVO NORDISK B | DK |
| PALO ALTO NETWORKS | US |
| RECRUIT HOLDINGS | JP |
| MERCADOLIBRE | US |
| McKesson Corp. | US |
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