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
22:30-22:30 CET
ISIN
CH0524921886
Bloomberg
SAW1EQUZ INDEX
Last Value
465.74
+3.03 (+0.65%)
As of CET
Week to Week Change
-0.87%
52 Week Change
28.42%
Year to Date Change
19.96%
Daily Low
465.74
Daily High
465.74
52 Week Low
362.66 — 20 Nov 2023
52 Week High
473.21 — 11 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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Low
High
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