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
SAW1ELRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921761
Last Value
425.51
+5.53 (+1.32%)
As of
CETWeek to Week Change
2.90%
52 Week Change
27.19%
Year to Date Change
22.87%
Daily Low
425.51
Daily High
425.51
52 Week Low
332.62 — 29 Nov 2023
52 Week High
425.51 — 22 Nov 2024
Top 10 Components
Apple Inc. | US |
Coca-Cola Co. | US |
Microsoft Corp. | US |
VISA Inc. Cl A | US |
International Business Machine | US |
Johnson & Johnson | US |
T-Mobile US Inc | US |
NVIDIA Corp. | US |
LINDE | US |
CME Group Inc. Cl A | US |
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