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
SAW1EVAZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921647
Bloomberg
SAW1EVAZ INDEX
Last Value
260.22
-0.70 (-0.27%)
As of
CETWeek to Week Change
0.80%
52 Week Change
22.03%
Year to Date Change
9.00%
Daily Low
260.22
Daily High
260.22
52 Week Low
204.83 — 27 Oct 2023
52 Week High
266.9 — 17 May 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
META PLATFORMS CLASS A | US |
UBS GROUP | CH |
THE CIGNA GROUP | US |
BCO SANTANDER | ES |
CVS HEALTH CORP. | US |
AT&T Inc. | US |
MARATHON PETROLEUM | US |
Capital One Financial Corp. | US |
Zoom
Low
High
Featured indices
STOXX® USA Low Carbon 50
$519.56
+2.63
1Y Return
14.60%
1Y Volatility
0.11%
STOXX® Willis Towers Watson Europe 600 Climate Transition
€136.9
-0.62
1Y Return
12.73%
1Y Volatility
0.10%
iSTOXX® L&G UK Value
€377.5
+0.67
1Y Return
20.08%
1Y Volatility
0.11%
DAX 50 ESG
€2332.78
-4.54
1Y Return
14.30%
1Y Volatility
0.11%
STOXX® Global ESG Governance Leaders Diversification Select 30 EUR
€553.34
+1.18
1Y Return
14.94%
1Y Volatility
0.09%