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
SAW1ESZL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524921514
Last Value
227.52
-0.32 (-0.14%)
As of CET
Week to Week Change
-1.42%
52 Week Change
22.55%
Year to Date Change
14.38%
Daily Low
227.47
Daily High
227.92
52 Week Low
185.38 — 21 Nov 2023
52 Week High
233.78 — 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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