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
SAW1EQUL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524921597
Last Value
361.14
-0.94 (-0.26%)
As of
CETWeek to Week Change
-3.25%
52 Week Change
16.84%
Year to Date Change
17.42%
Daily Low
356.06
Daily High
363.18
52 Week Low
304.07 — 4 Jan 2024
52 Week High
381.65 — 4 Dec 2024
Top 10 Components
Apple Inc. | US |
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
AT&T Inc. | US |
NOVO NORDISK B | DK |
MasterCard Inc. Cl A | US |
PALO ALTO NETWORKS | US |
RECRUIT HOLDINGS | JP |
MERCADOLIBRE | US |
McKesson Corp. | US |
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