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
SAW1EVAV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524922074
Last Value
254.48
-1.99 (-0.78%)
As of
CETWeek to Week Change
-0.41%
52 Week Change
27.45%
Year to Date Change
14.39%
Daily Low
254.48
Daily High
254.48
52 Week Low
199.6699 — 13 Nov 2023
52 Week High
256.9 — 7 Nov 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
UBS GROUP | CH |
AT&T Inc. | US |
THE CIGNA GROUP | US |
Comcast Corp. Cl A | US |
BCO SANTANDER | ES |
CVS HEALTH CORP. | US |
Toyota Motor Corp. | JP |
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