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
SAW1EMFP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524923619
Last Value
378.05
+0.35 (+0.09%)
As of
CETWeek to Week Change
0.26%
52 Week Change
28.19%
Year to Date Change
15.94%
Daily Low
377.17
Daily High
379.88
52 Week Low
294.13 — 27 Oct 2023
52 Week High
380.15 — 25 Jun 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
ISS STOXX® US ESG Climbers Industry Adjusted
$1477.72
+13.09
1Y Return
—
1Y Volatility
—
STOXX® Developed Europe Equity Factor Screened
€182.05
-0.95
1Y Return
12.24%
1Y Volatility
0.09%
STOXX® Europe Industry Neutral ESG
€255.96
-0.78
1Y Return
15.70%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X Ax Low Risk
€375.47
-2.01
1Y Return
20.41%
1Y Volatility
0.10%
EURO iSTOXX® 50 ESG+ GR Decrement 5%
€131.51
-1.57
1Y Return
12.05%
1Y Volatility
0.12%