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
SAW1ELRZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524923866
Bloomberg
SAW1ELRZ INDEX
Last Value
335.9
+1.72 (+0.51%)
As of
CETWeek to Week Change
1.59%
52 Week Change
14.23%
Year to Date Change
9.48%
Daily Low
335.9
Daily High
335.9
52 Week Low
273.87 — 27 Oct 2023
52 Week High
335.9 — 12 Jul 2024
Top 10 Components
Apple Inc. | US |
Merck & Co. Inc. | US |
Microsoft Corp. | US |
Coca-Cola Co. | US |
International Business Machine | US |
Johnson & Johnson | US |
VISA Inc. Cl A | US |
McDonald's Corp. | US |
Waste Management Inc. | US |
NVIDIA Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Europe Low Carbon Select 50
€495.27
+0.11
1Y Return
15.95%
1Y Volatility
0.09%
STOXX® USA 500 ESG Broad Market
€502.56
-9.28
1Y Return
28.57%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X Ax Multi-Factor
€245.48
+1.09
1Y Return
12.71%
1Y Volatility
0.09%
STOXX® USA Low Carbon 50 Equal Weight
$481.74
-2.77
1Y Return
9.46%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 ESG-X Ax Momentum
€277.41
-5.57
1Y Return
21.65%
1Y Volatility
0.16%