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
SAW1EQUZ
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921886
Bloomberg
SAW1EQUZ INDEX
Last Value
472.81
+3.22 (+0.69%)
As of CET
Week to Week Change
3.77%
52 Week Change
37.34%
Year to Date Change
21.78%
Daily Low
472.81
Daily High
472.81
52 Week Low
344.26 — 9 Nov 2023
52 Week High
472.81 — 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
iSTOXX® Transatlantic ESG 100 Equal Weight - EUR (Gross Return)
€1886.23
-30.09
1Y Return
25.79%
1Y Volatility
0.09%
STOXX® Asia/Pacific 600 ESG-X Ax Multi-Factor - EUR (Price Return)
€215.31
-1.82
1Y Return
14.87%
1Y Volatility
0.18%
iSTOXX® L&G North America Multi-Factor ESG - USD (Net Return)
$855.86
+1.43
1Y Return
38.65%
1Y Volatility
0.12%
STOXX® Japan 600 ESG-X Ax Low Risk - EUR (Price Return)
€191.27
+1.09
1Y Return
5.43%
1Y Volatility
0.17%
iSTOXX® Europe Small 200 BDFG ESG - EUR (Price Return)
€1173.19
-2.60
1Y Return
—
1Y Volatility
—