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
SAW1EVAG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921274
Last Value
354.2
+0.20 (+0.06%)
As of
CETWeek to Week Change
0.40%
52 Week Change
20.09%
Year to Date Change
3.27%
Daily Low
354.2
Daily High
354.2
52 Week Low
294.67 — 5 Aug 2024
52 Week High
356.39 — 23 Jan 2025
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
Comcast Corp. Cl A | US |
NVIDIA Corp. | US |
BCO SANTANDER | ES |
Toyota Motor Corp. | JP |
Capital One Financial Corp. | US |
META PLATFORMS CLASS A | US |
CVS HEALTH CORP. | US |
Elevance Health | US |
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