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
SAW1EMFV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524923650
Last Value
403.11
+0.68 (+0.17%)
As of
CETWeek to Week Change
1.41%
52 Week Change
28.98%
Year to Date Change
22.04%
Daily Low
403.11
Daily High
403.11
52 Week Low
311.81 — 28 Nov 2023
52 Week High
406.81 — 8 Nov 2024
Top 10 Components
META PLATFORMS CLASS A | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
AT&T Inc. | US |
McKesson Corp. | US |
REGENERON PHARMS. | US |
UNICREDIT | IT |
GENERAL MOTORS | US |
AFLAC Inc. | US |
PHILLIPS 66 | US |
Zoom
Low
High
Featured indices
STOXX® Australia 150 ESG-X - EUR (Price Return)
€161.93
+2.22
1Y Return
26.73%
1Y Volatility
0.15%
STOXX® Developed Markets Total Market ESG-X - EUR (Price Return)
€357.21
+4.92
1Y Return
31.03%
1Y Volatility
0.12%
DAX ESG Target - EUR (Total Return)
€3019.42
+32.10
1Y Return
21.64%
1Y Volatility
0.12%
STOXX® Spain 30 ESG-X - EUR (Price Return)
€132.31
+0.45
1Y Return
15.50%
1Y Volatility
0.14%
DAX ESG Target - USD (Net Return)
$2273.82
+2.34
1Y Return
14.90%
1Y Volatility
0.14%