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
SAW1EMFG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923684
Last Value
542.58
-3.97 (-0.73%)
As of CET
Week to Week Change
-2.16%
52 Week Change
27.76%
Year to Date Change
27.27%
Daily Low
542.58
Daily High
542.58
52 Week Low
421.87 — 20 Dec 2023
52 Week High
556.35 — 6 Dec 2024
Top 10 Components
| META PLATFORMS CLASS A | US |
| Costco Wholesale Corp. | US |
| AT&T Inc. | US |
| NVIDIA Corp. | US |
| REGENERON PHARMS. | US |
| McKesson Corp. | US |
| UNICREDIT | IT |
| AFLAC Inc. | US |
| GENERAL MOTORS | US |
| INVESTOR B | SE |
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High
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1Y Return
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1Y Volatility
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