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
SAW1EVAP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921555
Last Value
187.28
+4.03 (+2.20%)
As of
CETWeek to Week Change
1.48%
52 Week Change
-2.87%
Year to Date Change
3.41%
Daily Low
182.82
Daily High
187.67
52 Week Low
171.62 — 30 Sep 2022
52 Week High
200.62 — 15 Aug 2022
Top 10 Components
Intel Corp. | Technology | US |
Citigroup Inc. | Banks | US |
ALPHABET CLASS C | Technology | US |
Micron Technology Inc. | Technology | US |
THE CIGNA GROUP | Health Care | US |
META PLATFORMS CLASS A | Technology | US |
Mitsubishi Corp. | Industrial Goods and Services | JP |
BCO SANTANDER | Banks | ES |
MARATHON PETROLEUM | Energy | US |
GENERAL MOTORS | Automobiles and Parts | US |
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Low
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