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
SAW1ESZP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524922041
Last Value
290.76
+0.02 (+0.01%)
As of
CETWeek to Week Change
6.09%
52 Week Change
31.42%
Year to Date Change
20.80%
Daily Low
290.42
Daily High
291.01
52 Week Low
221.25 — 13 Nov 2023
52 Week High
290.74 — 11 Nov 2024
Top 10 Components
APPLOVIN A | US |
GARTNER 'A' | US |
ALNYLAM PHARMACEUTICALS | US |
TEXAS PACIFIC LAND CORP | US |
Ansys Inc. | US |
RAYMOND JAMES FINL. | US |
CLOUDFLARE A | US |
NVR Inc. | US |
FIRST CITIZENS BANSHARES A | US |
BROWN & BROWN | US |
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