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
SAW1EVAL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0524921977
Last Value
195
-1.57 (-0.80%)
As of
CETWeek to Week Change
3.63%
52 Week Change
26.20%
Year to Date Change
12.47%
Daily Low
194.55
Daily High
196.54
52 Week Low
154.52 — 9 Nov 2023
52 Week High
196.57 — 7 Nov 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
NVIDIA Corp. | US |
UBS GROUP | CH |
AT&T Inc. | US |
THE CIGNA GROUP | US |
BCO SANTANDER | ES |
Toyota Motor Corp. | JP |
Comcast Corp. Cl A | US |
CVS HEALTH CORP. | US |
Zoom
Low
High
Featured indices
EURO iSTOXX® 50 ESG NR Decrement 4% - EUR (Price Return)
€170.9
+0.93
1Y Return
11.00%
1Y Volatility
0.13%
iSTOXX® L&G North America Multi-Factor ESG - USD (Net Return)
$850.34
-3.04
1Y Return
35.51%
1Y Volatility
0.12%
idDAX 30 ESG Decrement 4.0% - EUR (Price Return)
€1149.27
+3.31
1Y Return
18.97%
1Y Volatility
0.12%
iSTOXX® MUTB Global ex-Japan Paris Aligned - JPY (Gross Return)
€313.18
-1.33
1Y Return
35.41%
1Y Volatility
0.17%
iSTOXX® L&G Developed Asia Pacific ex Japan Multi-Factor - USD (Net Return)
$949.65
+10.26
1Y Return
24.42%
1Y Volatility
0.13%