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
SAW1EMOL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524922066
Last Value
435.49
+3.12 (+0.72%)
As of
CETWeek to Week Change
-4.05%
52 Week Change
45.53%
Year to Date Change
46.99%
Daily Low
427.04
Daily High
438.71
52 Week Low
294.5299 — 3 Jan 2024
52 Week High
467.31 — 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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