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
270.28
+0.72 (+0.27%)
As of
CETWeek to Week Change
1.11%
52 Week Change
-9.52%
Year to Date Change
5.08%
Daily Low
269.56
Daily High
270.88
52 Week Low
234.59 — 30 Sep 2022
52 Week High
320.69 — 29 Mar 2022
Top 10 Components
Apple Inc. | Technology | US |
ConocoPhillips | Energy | US |
Vertex Pharmaceuticals Inc. | Health Care | US |
Daiichi Sankyo Co. Ltd. | Health Care | JP |
BLACKSTONE A | Financial Services | US |
McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
NOVO NORDISK B | Health Care | DK |
Mitsui & Co. Ltd. | Industrial Goods and Services | JP |
Occidental Petroleum Corp. | Energy | US |
WALMART INC. | Retail | US |
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Low
High
Featured indices
EURO STOXX 50® ESG
€170.75
+0.28
1Y Return
0.44%
1Y Volatility
0.23%
DAX® 50 ESG (TR) EUR
€2103.02
+7.25
1Y Return
-4.14%
1Y Volatility
0.23%
STOXX® Europe 600 ESG-X
€169.36
+0.51
1Y Return
-2.53%
1Y Volatility
0.19%
STOXX® USA 500 ESG-X
$292.77
+0.88
1Y Return
-9.34%
1Y Volatility
0.25%
STOXX® Global ESG Leaders
$146.32
+0.62
1Y Return
-5.87%
1Y Volatility
0.23%