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
SAW1ESZG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921639
Last Value
367.38
+0.69 (+0.19%)
As of
CETWeek to Week Change
-1.23%
52 Week Change
29.10%
Year to Date Change
20.32%
Daily Low
367.38
Daily High
367.38
52 Week Low
284.13 — 28 Nov 2023
52 Week High
374.67 — 11 Nov 2024
Top 10 Components
APPLOVIN A | US |
GARTNER 'A' | US |
TEXAS PACIFIC LAND CORP | US |
RAYMOND JAMES FINL. | US |
Ansys Inc. | US |
ALNYLAM PHARMACEUTICALS | US |
CLOUDFLARE A | US |
FIRST CITIZENS BANSHARES A | US |
NVR Inc. | US |
BROWN & BROWN | US |
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Low
High
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