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
22:15-22:15 CET
ISIN
CH0524921803
Last Value
625.26
-3.66 (-0.58%)
As of
CETWeek to Week Change
0.43%
52 Week Change
48.15%
Year to Date Change
38.04%
Daily Low
625.26
Daily High
625.26
52 Week Low
414.3399 — 7 Jul 2023
52 Week High
634.27 — 18 Jun 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
Vertex Pharmaceuticals Inc. | US |
NOVO NORDISK B | DK |
Apple Inc. | US |
Trane Technologies | US |
McKesson Corp. | US |
Constellation Energy | US |
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