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
SAW1EQUR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921381
Last Value
523.45
-4.77 (-0.90%)
As of
CETWeek to Week Change
0.15%
52 Week Change
32.05%
Year to Date Change
16.11%
Daily Low
523.45
Daily High
523.45
52 Week Low
394.95 — 17 Aug 2023
52 Week High
528.22 — 10 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 |
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Low
High
Featured indices
STOXX® Europe ESG Leaders Diversification Select 30 EUR
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1Y Return
12.39%
1Y Volatility
0.09%
STOXX® Europe 600 ESG-X Ax Low Risk
€185.48
-1.15
1Y Return
7.89%
1Y Volatility
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STOXX® Global 1800 ESG-X Ax Quality
€433.47
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1Y Return
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1Y Volatility
0.10%
STOXX® Emerging Markets 1500 ESG-X
€163.2
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1Y Volatility
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STOXX® USA 900 ESG-X Ax Quality
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1Y Return
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1Y Volatility
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