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
SAW1EMOL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524922066
Last Value
288.97
+0.08 (+0.03%)
As of
CETWeek to Week Change
-0.37%
52 Week Change
8.83%
Year to Date Change
12.35%
Daily Low
288.66
Daily High
289.11
52 Week Low
252.06 — 15 Mar 2023
52 Week High
290.05 — 20 Nov 2023
Top 10 Components
NVIDIA Corp. | US |
Apple Inc. | US |
Netflix Inc. | US |
BP | GB |
META PLATFORMS CLASS A | US |
Vertex Pharmaceuticals Inc. | US |
NOVO NORDISK B | DK |
McKesson Corp. | US |
MARATHON PETROLEUM | US |
Sumitomo Mitsui Financial Grou | JP |
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Low
High
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