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
SAW1EMFL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524923890
Last Value
309.01
+1.04 (+0.34%)
As of
CETWeek to Week Change
0.90%
52 Week Change
25.65%
Year to Date Change
15.54%
Daily Low
307.59
Daily High
310.52
52 Week Low
233.21 — 27 Oct 2023
52 Week High
308.18 — 10 Jul 2024
Top 10 Components
Costco Wholesale Corp. | US |
META PLATFORMS CLASS A | US |
NVIDIA Corp. | US |
REGENERON PHARMS. | US |
Vertex Pharmaceuticals Inc. | US |
CADENCE DESIGN SYS. | US |
McKesson Corp. | US |
UNICREDIT | IT |
AT&T Inc. | US |
PHILLIPS 66 | US |
Zoom
Low
High
Featured indices
iSTOXX® APG Emerging Markets Responsible Low-Carbon SDI
€161.65
-0.95
1Y Return
15.75%
1Y Volatility
0.11%
STOXX® Global ESG Environmental Leaders
$265.5
+2.43
1Y Return
13.32%
1Y Volatility
0.13%
STOXX® Developed Markets Total Market ESG-X
€326.41
-0.16
1Y Return
21.04%
1Y Volatility
0.10%
STOXX® Europe Low Carbon 50 Equal Weight
€321.36
+5.07
1Y Return
4.28%
1Y Volatility
0.14%
STOXX® Europe Low Carbon 50
€336.07
-0.58
1Y Return
1.54%
1Y Volatility
0.13%