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
SAW1EVAZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921647
Bloomberg ID
BBG00RRT4SG4
Last Value
266.9
+1.09 (+0.41%)
As of
CETWeek to Week Change
1.76%
52 Week Change
31.72%
Year to Date Change
11.80%
Daily Low
266.9
Daily High
266.9
52 Week Low
198.29 — 31 May 2023
52 Week High
266.9 — 17 May 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
META PLATFORMS CLASS A | US |
THE CIGNA GROUP | US |
BCO SANTANDER | ES |
MARATHON PETROLEUM | US |
UBS GROUP | CH |
Capital One Financial Corp. | US |
MERCEDES-BENZ GROUP | DE |
STELLANTIS | IT |
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