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
SAW1ELRL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524923882
Last Value
206.45
-1.98 (-0.95%)
As of CET
Week to Week Change
-2.83%
52 Week Change
11.42%
Year to Date Change
3.84%
Daily Low
206.43
Daily High
208.56
52 Week Low
180.61 — 12 Oct 2022
52 Week High
219.73 — 28 Jul 2023
Top 10 Components
| McDonald's Corp. | Travel and Leisure | US |
| Apple Inc. | Technology | US |
| Johnson & Johnson | Health Care | US |
| Microsoft Corp. | Technology | US |
| International Business Machine | Technology | US |
| Activision Blizzard Inc. | Consumer Products and Services | US |
| CME Group Inc. Cl A | Financial Services | US |
| AIR LIQUIDE | Chemicals | FR |
| VISA Inc. Cl A | Industrial Goods and Services | US |
| Coca-Cola Co. | Food, Beverage and Tobacco | US |
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Low
High
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