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
SAW1EQUR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921381
Last Value
503.86
-2.92 (-0.58%)
As of
CETWeek to Week Change
-1.16%
52 Week Change
23.61%
Year to Date Change
11.76%
Daily Low
503.86
Daily High
503.86
52 Week Low
394.95 — 17 Aug 2023
52 Week High
528.22 — 10 Jul 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
NOVO NORDISK B | DK |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
RECRUIT HOLDINGS | JP |
MasterCard Inc. Cl A | US |
McKesson Corp. | US |
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