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
SAW1EMOZ
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524922132
Bloomberg
SAW1EMOZ INDEX
Last Value
507.35
+1.60 (+0.32%)
As of
CETWeek to Week Change
0.84%
52 Week Change
44.92%
Year to Date Change
36.56%
Daily Low
507.35
Daily High
507.35
52 Week Low
329.32 — 27 Oct 2023
52 Week High
519.16 — 10 Jul 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
Vertex Pharmaceuticals Inc. | US |
Apple Inc. | US |
NOVO NORDISK B | DK |
Trane Technologies | US |
McKesson Corp. | US |
UNICREDIT | IT |
Zoom
Low
High
Featured indices
STOXX® Global 1800 Paris-Aligned Benchmark
€195.55
+1.12
1Y Return
13.65%
1Y Volatility
0.10%
ISS STOXX® Developed World Biodiversity
$147.25
+0.04
1Y Return
19.56%
1Y Volatility
0.11%
STOXX® USA 900 Paris-Aligned Benchmark
€234.31
-1.17
1Y Return
16.72%
1Y Volatility
0.13%
STOXX® Willis Towers Watson World Climate Transition
€128.24
+1.23
1Y Return
19.38%
1Y Volatility
0.10%
STOXX® North America Industry Neutral ESG 200
$475.16
-2.22
1Y Return
32.37%
1Y Volatility
0.14%