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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.
| ESG Reporting (Part of Benchmark Statement ) | File |
|---|---|
| EUR Price |  |
-
EUR (Price)
Date:
Time:
| Symbol | SAW1EMOP |
| Calculation | Realtime |
| Dissemination period | 00:00 CET-22:15 CET |
| ISIN | CH0524922165 |
| Bloomberg ID | N/A |
| Free Float Mcap | 109'239.556 MEUR |
| Last value | |
| Daily change (absolute) |
| Week to week change | |
| 52 week change | |
| Year to date change | |
| Daily low | |
| Daily high | |
| 52 week low | |
| 52 week high |
** Chart displays Closing High and Closing Low
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EUR (Gross Return)
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iSTOXX® Europe Multi-Factor
1Y RETURN
-8.31%
1Y VOLATILITY
24.93%
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EUR (Gross Return)
N/A
iSTOXX® Europe Value Factor
1Y RETURN
-22.3%
1Y VOLATILITY
29.42%
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