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
SAW1EMOZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524922132
Bloomberg
SAW1EMOZ INDEX
Last Value
503.14
-13.30 (-2.58%)
As of
CETWeek to Week Change
-3.09%
52 Week Change
43.14%
Year to Date Change
35.43%
Daily Low
503.14
Daily High
503.14
52 Week Low
329.32 — 27 Oct 2023
52 Week High
519.16 — 10 Jul 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
Vertex Pharmaceuticals Inc. | US |
Apple Inc. | US |
NOVO NORDISK B | DK |
Trane Technologies | US |
McKesson Corp. | US |
UNICREDIT | IT |
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