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
SAW1ESZV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0524921621
Last Value
288.94
-1.79 (-0.62%)
As of CET
Week to Week Change
0.32%
52 Week Change
25.71%
Year to Date Change
20.55%
Daily Low
288.94
Daily High
288.94
52 Week Low
229.84 — 11 Dec 2023
52 Week High
290.73 — 6 Dec 2024
Top 10 Components
| APPLOVIN A | US |
| GARTNER 'A' | US |
| CLOUDFLARE A | US |
| ALNYLAM PHARMACEUTICALS | US |
| Ansys Inc. | US |
| RAYMOND JAMES FINL. | US |
| GODADDY CL.A | US |
| FIRST CITIZENS BANSHARES A | US |
| TEXAS PACIFIC LAND CORP | US |
| TYLER TECHNOLOGIES | US |
Zoom
Low
High
Featured indices
EURO iSTOXX® 50 ESG Focus - EUR (Gross Return)
€317.06
-1.29
1Y Return
13.55%
1Y Volatility
0.13%
iSTOXX® Global Family Owned ESG Company - EUR (Price Return)
€121.3
+0.39
1Y Return
11.44%
1Y Volatility
0.10%
iSTOXX® L&G Emerging Markets Multi-Factor ESG - USD (Net Return)
$885.41
-11.00
1Y Return
13.75%
1Y Volatility
0.13%
iSTOXX® L&G Global Value - USD (Net Return)
$582.6
-4.05
1Y Return
—
1Y Volatility
0.10%
STOXX® Developed Markets Total Market Large ESG-X - EUR (Price Return)
€389.89
+1.95
1Y Return
27.81%
1Y Volatility
0.13%