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
SAW1EMOG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921803
Last Value
558
-5.37 (-0.95%)
As of
CETWeek to Week Change
-0.54%
52 Week Change
38.05%
Year to Date Change
23.20%
Daily Low
558
Daily High
558
52 Week Low
393.08 — 4 May 2023
52 Week High
586.12 — 11 Apr 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Vertex Pharmaceuticals Inc. | US |
NOVO NORDISK B | DK |
MARATHON PETROLEUM | US |
McKesson Corp. | US |
UNICREDIT | IT |
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Low
High
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