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
SAW1ESZG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921639
Last Value
287.93
-0.17 (-0.06%)
As of
CETWeek to Week Change
-1.62%
52 Week Change
6.83%
Year to Date Change
5.41%
52 Week Low
260.81 — 30 Sep 2022
52 Week High
297.19 — 4 Sep 2023
Top 10 Components
Arch Capital Group Ltd. | Insurance | US |
GARTNER 'A' | Technology | US |
WEST PHARM.SVS. | Health Care | US |
Cardinal Health Inc. | Health Care | US |
FAIR ISAAC | Industrial Goods and Services | US |
Markel Group Inc. | Insurance | US |
MOLINA HEALTHCARE | Health Care | US |
NVR Inc. | Consumer Products and Services | US |
RAYMOND JAMES FINL. | Financial Services | US |
WABTEC | Industrial Goods and Services | US |
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Low
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