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
SAW1EMOG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921803
Last Value
709.6
+3.77 (+0.53%)
As of
CETWeek to Week Change
-3.05%
52 Week Change
56.13%
Year to Date Change
56.67%
Daily Low
709.6
Daily High
709.6
52 Week Low
451.81 — 4 Jan 2024
52 Week High
749.29 — 6 Dec 2024
Top 10 Components
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Vertex Pharmaceuticals Inc. | US |
Trane Technologies | US |
WALMART INC. | US |
Cintas Corp. | US |
APPLOVIN A | US |
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