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
ISS STOXX® Developed Europe Biodiversity
€139.6
-0.47
1Y Return
20.48%
1Y Volatility
0.10%
EURO iSTOXX® Environmental 50 Equal Weight NR Decrement 5%
€1725.53
-7.42
1Y Return
13.06%
1Y Volatility
0.10%
STOXX® Japan 600 ESG-X
€218.4
+2.28
1Y Return
17.19%
1Y Volatility
0.16%
STOXX® Global Low Carbon Footprint
$532.04
-0.34
1Y Return
25.35%
1Y Volatility
0.11%
EURO STOXX® ESG-X & Ex Nuclear Power Value
€328
-0.44
1Y Return
13.17%
1Y Volatility
0.11%