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
424.02
-3.08 (-0.72%)
As of
CETWeek to Week Change
-2.49%
52 Week Change
2.79%
Year to Date Change
7.20%
Daily Low
424.02
Daily High
424.02
52 Week Low
389 — 23 Mar 2023
52 Week High
435.55 — 5 Sep 2023
Top 10 Components
NVIDIA Corp. | Technology | US |
Apple Inc. | Technology | US |
Netflix Inc. | Media | US |
BP | Energy | GB |
Vertex Pharmaceuticals Inc. | Health Care | US |
META PLATFORMS CLASS A | Technology | US |
NOVO NORDISK B | Health Care | DK |
MARATHON PETROLEUM | Energy | US |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
WALMART INC. | Retail | US |
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Low
High
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