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
SAW1EQUZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921886
Bloomberg
SAW1EQUZ INDEX
Last Value
471.97
+1.81 (+0.38%)
As of
CETWeek to Week Change
2.00%
52 Week Change
28.88%
Year to Date Change
21.57%
Daily Low
471.97
Daily High
471.97
52 Week Low
366.18 — 28 Nov 2023
52 Week High
473.21 — 11 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
AT&T Inc. | US |
MasterCard Inc. Cl A | US |
NOVO NORDISK B | DK |
PALO ALTO NETWORKS | US |
RECRUIT HOLDINGS | JP |
MERCADOLIBRE | US |
McKesson Corp. | US |
Zoom
Low
High
Featured indices
DAX ESG Screened - EUR (Price Return)
€1301.05
+13.84
1Y Return
15.35%
1Y Volatility
0.12%
iSTOXX® APG Emerging Markets Responsible SDI - EUR (Price Return)
€165.91
+1.93
1Y Return
18.38%
1Y Volatility
0.13%
STOXX® Global Climate Impact Ex Global Compact and Controversial Weapons - USD (Gross Return)
$372.1
+0.63
1Y Return
24.02%
1Y Volatility
0.10%
STOXX® Europe Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms - EUR (Net Return)
€350.64
+4.65
1Y Return
13.51%
1Y Volatility
0.10%
iSTOXX® APG World Multi-Factor -X - EUR (Price Return)
€147.6
+1.78
1Y Return
29.68%
1Y Volatility
0.11%