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
SAW1EQUG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921464
Last Value
586.89
+7.39 (+1.28%)
As of
CETWeek to Week Change
5.22%
52 Week Change
36.91%
Year to Date Change
23.99%
Daily Low
586.89
Daily High
586.89
52 Week Low
428.66 — 9 Nov 2023
52 Week High
586.89 — 8 Nov 2024
Top 10 Components
NVIDIA Corp. | US |
Costco Wholesale Corp. | US |
Apple Inc. | US |
AT&T Inc. | US |
NOVO NORDISK B | DK |
MasterCard Inc. Cl A | US |
PALO ALTO NETWORKS | US |
RECRUIT HOLDINGS | JP |
MERCADOLIBRE | US |
McKesson Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Developed Markets Total Market ESG-X - EUR (Price Return)
€352.2
+3.65
1Y Return
31.45%
1Y Volatility
0.12%
EURO STOXX® 50 Low Carbon - EUR (Gross Return)
€357.72
-3.85
1Y Return
19.71%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum - EUR (Price Return)
€551.15
+9.00
1Y Return
60.41%
1Y Volatility
0.16%
STOXX® Europe Sustainability Diversification Select 30 EUR - EUR (Gross Return)
€460.09
-6.79
1Y Return
17.41%
1Y Volatility
0.09%
STOXX® USA Reported Low Carbon - USD (Gross Return)
$664.35
+2.07
1Y Return
40.84%
1Y Volatility
0.12%