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
SAW1EVAP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921555
Last Value
229.41
-0.22 (-0.10%)
As of
CETWeek to Week Change
-2.63%
52 Week Change
22.63%
Year to Date Change
8.53%
Daily Low
229.36
Daily High
229.99
52 Week Low
177.45 — 4 May 2023
52 Week High
237.76 — 1 Apr 2024
Top 10 Components
ALPHABET CLASS C | US |
META PLATFORMS CLASS A | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
MARATHON PETROLEUM | US |
BCO SANTANDER | ES |
STELLANTIS | IT |
MERCEDES-BENZ GROUP | DE |
Valero Energy Corp. | US |
Honda Motor Co. Ltd. | JP |
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