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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 |
|---|---|
| ESG Disclosure |  |
| ESG Regulatory Methodology Statement |  |
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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 | 108'604.886 MEUR |
| Last value | |
| Daily change (absolute) |
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** Chart displays Closing High and Closing Low
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iSTOXX® Europe Multi-Factor
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30.0%
1Y VOLATILITY
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EUR (Gross Return)
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iSTOXX® Europe Value Factor
1Y RETURN
32.18%
1Y VOLATILITY
14.64%
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