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
SAW1EMFP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524923619
Last Value
365.49
-0.68 (-0.19%)
As of
CETWeek to Week Change
0.48%
52 Week Change
29.72%
Year to Date Change
12.09%
Daily Low
365.15
Daily High
366.68
52 Week Low
279.4 — 4 May 2023
52 Week High
371.32 — 7 Mar 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
REGENERON PHARMS. | US |
CADENCE DESIGN SYS. | US |
Vertex Pharmaceuticals Inc. | US |
McKesson Corp. | US |
PHILLIPS 66 | US |
UNICREDIT | IT |
Paccar Inc. | US |
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Low
High
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