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
SAW1EMFL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524923890
Last Value
323.04
-1.79 (-0.55%)
As of
CETWeek to Week Change
-1.13%
52 Week Change
22.29%
Year to Date Change
20.79%
Daily Low
322.79
Daily High
324.9
52 Week Low
264.16 — 14 Dec 2023
52 Week High
329.17 — 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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