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
SAW1ESZR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0524921530
Last Value
316.82
+3.68 (+1.18%)
As of
CETWeek to Week Change
-0.14%
52 Week Change
12.57%
Year to Date Change
9.24%
Daily Low
316.82
Daily High
316.82
52 Week Low
256.33 — 30 Oct 2023
52 Week High
322.06 — 16 Jul 2024
Top 10 Components
GARTNER 'A' | US |
ALNYLAM PHARMACEUTICALS | US |
VERTIV HOLDINGS A | US |
TARGA RESOURCES | US |
Iron Mountain Inc. | US |
Ansys Inc. | US |
NVR Inc. | US |
NetApp Inc. | US |
PULTEGROUP | US |
FIRST CITIZENS BANSHARES A | US |
Zoom
Low
High
Featured indices
EURO STOXX® Sustainability
€164.63
+1.68
1Y Return
6.77%
1Y Volatility
0.11%
STOXX® Global ESG Leaders Select 50 Risk Control 10%
€1665.56
+8.04
1Y Return
6.77%
1Y Volatility
0.10%
STOXX® Europe ESG Leaders Select 30 EUR
€377.76
+2.03
1Y Return
14.79%
1Y Volatility
0.10%
STOXX® Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco
$356.18
+3.42
1Y Return
21.07%
1Y Volatility
0.10%
STOXX® Global Climate Change Leaders
$453.4
+2.72
1Y Return
11.96%
1Y Volatility
0.10%