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
SAW1EQUP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524921233
Last Value
461.81
-0.56 (-0.12%)
As of
CETWeek to Week Change
0.01%
52 Week Change
31.22%
Year to Date Change
23.16%
Daily Low
460.93
Daily High
462.12
52 Week Low
351.93 — 21 Nov 2023
52 Week High
463.9 — 12 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Apple Inc. | US |
Costco Wholesale Corp. | US |
AT&T Inc. | US |
MasterCard Inc. Cl A | US |
NOVO NORDISK B | DK |
PALO ALTO NETWORKS | US |
RECRUIT HOLDINGS | JP |
MERCADOLIBRE | US |
McKesson Corp. | US |
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