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
SAW1ESZV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921621
Last Value
277.94
+0.86 (+0.31%)
As of
CETWeek to Week Change
-1.27%
52 Week Change
24.41%
Year to Date Change
15.96%
Daily Low
277.94
Daily High
277.94
52 Week Low
223.06 — 21 Nov 2023
52 Week High
285.13 — 11 Nov 2024
Top 10 Components
APPLOVIN A | US |
GARTNER 'A' | US |
TEXAS PACIFIC LAND CORP | US |
CLOUDFLARE A | US |
Ansys Inc. | US |
ALNYLAM PHARMACEUTICALS | US |
RAYMOND JAMES FINL. | US |
FIRST CITIZENS BANSHARES A | US |
NVR Inc. | US |
BROWN & BROWN | US |
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Low
High
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