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
SAW1ESZL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921514
Last Value
216.02
-0.24 (-0.11%)
As of
CETWeek to Week Change
1.11%
52 Week Change
9.89%
Year to Date Change
8.60%
Daily Low
215.96
Daily High
216.43
52 Week Low
170.36 — 27 Oct 2023
52 Week High
217.77 — 16 Jul 2024
Top 10 Components
GARTNER 'A' | US |
VERTIV HOLDINGS A | US |
ALNYLAM PHARMACEUTICALS | US |
TARGA RESOURCES | US |
Iron Mountain Inc. | US |
Ansys Inc. | US |
NetApp Inc. | US |
NVR Inc. | US |
PULTEGROUP | US |
TERADYNE | US |
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