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
SAW1EVAP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0524921555
Last Value
232.2
-0.90 (-0.39%)
As of
CETWeek to Week Change
0.88%
52 Week Change
29.11%
Year to Date Change
9.85%
Daily Low
231.89
Daily High
232.82
52 Week Low
177.45 — 4 May 2023
52 Week High
237.76 — 1 Apr 2024
Top 10 Components
ALPHABET CLASS C | US |
Citigroup Inc. | US |
THE CIGNA GROUP | US |
META PLATFORMS CLASS A | US |
BCO SANTANDER | ES |
MARATHON PETROLEUM | US |
MERCEDES-BENZ GROUP | DE |
STELLANTIS | IT |
Valero Energy Corp. | US |
Capital One Financial Corp. | US |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG
€209.46
+2.90
1Y Return
19.83%
1Y Volatility
0.12%
DAX 50 ESG
€2452.31
-4.96
1Y Return
12.76%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€189.03
+2.12
1Y Return
9.89%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$369.82
-0.01
1Y Return
26.85%
1Y Volatility
0.12%
STOXX® Global ESG Leaders
$149.81
+0.10
1Y Return
4.76%
1Y Volatility
0.14%