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
SAW1EQUZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921886
Bloomberg
SAW1EQUZ INDEX
Last Value
448.1
+2.86 (+0.64%)
As of
CETWeek to Week Change
2.12%
52 Week Change
32.38%
Year to Date Change
15.42%
Daily Low
448.1
Daily High
448.1
52 Week Low
328.5 — 26 Oct 2023
52 Week High
448.1 — 5 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 |
Tokyo Electron Ltd. | JP |
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