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
SAW1EMOL
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524922066
Last Value
358.53
-0.13 (-0.04%)
As of
CETWeek to Week Change
1.80%
52 Week Change
33.68%
Year to Date Change
21.01%
Daily Low
358.33
Daily High
358.7
52 Week Low
258.77 — 31 May 2023
52 Week High
377.43 — 25 Mar 2024
Top 10 Components
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
Netflix Inc. | US |
Eli Lilly & Co. | US |
Apple Inc. | US |
Vertex Pharmaceuticals Inc. | US |
NOVO NORDISK B | DK |
MARATHON PETROLEUM | US |
McKesson Corp. | US |
UNICREDIT | IT |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG
€209.38
-0.08
1Y Return
19.38%
1Y Volatility
0.12%
DAX 50 ESG
€2475.73
+34.90
1Y Return
13.51%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€189.53
+0.50
1Y Return
9.28%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$371.94
+3.75
1Y Return
25.38%
1Y Volatility
0.12%
STOXX® Global ESG Leaders
$149.81
+0.10
1Y Return
4.76%
1Y Volatility
0.14%