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
SAW1EQUL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921597
Last Value
356.36
+1.93 (+0.54%)
As of
CETWeek to Week Change
1.48%
52 Week Change
26.33%
Year to Date Change
15.87%
Daily Low
354.05
Daily High
356.92
52 Week Low
261.19 — 26 Oct 2023
52 Week High
356.19 — 15 Jul 2024
Top 10 Components
Apple Inc. | US |
Costco Wholesale Corp. | US |
NVIDIA Corp. | US |
NOVO NORDISK B | DK |
SERVICENOW | US |
PALO ALTO NETWORKS | US |
AT&T Inc. | US |
RECRUIT HOLDINGS | JP |
MasterCard Inc. Cl A | US |
Tokyo Electron Ltd. | JP |
Zoom
Low
High
Featured indices
iSTOXX® L&G North America Momentum
$970.25
+2.44
1Y Return
35.98%
1Y Volatility
0.12%
EURO STOXX® Reported Low Carbon
€366.17
-2.00
1Y Return
13.69%
1Y Volatility
0.11%
iSTOXX® L&G Developed Asia Pacific ex Japan Low Volatility
$703.72
+4.83
1Y Return
9.17%
1Y Volatility
0.13%
iSTOXX® Global ESG Japan Leg Equal Weight
€2992.81
-52.92
1Y Return
20.82%
1Y Volatility
0.17%
STOXX® PSBC China A ESG
€144.67
+0.59
1Y Return
-7.80%
1Y Volatility
0.13%