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
SAW1EQUV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921704
Last Value
439.02
-1.15 (-0.26%)
As of
CETWeek to Week Change
-3.24%
52 Week Change
18.15%
Year to Date Change
18.72%
Daily Low
439.02
Daily High
439.02
52 Week Low
365.6 — 4 Jan 2024
52 Week High
463.87 — 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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