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
SAXPESZV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921472
Last Value
219.22
-0.45 (-0.20%)
As of CET
Week to Week Change
-2.34%
52 Week Change
16.05%
Year to Date Change
3.54%
Daily Low
219.22
Daily High
219.22
52 Week Low
188.9 — 13 Nov 2023
52 Week High
240.59 — 27 Sep 2024
Top 10 Components
| UCB | BE |
| BUNZL | GB |
| KERRY GRP | IE |
| VAT GROUP AG | CH |
| ALFA LAVAL | SE |
| AUTO TRADER GROUP | GB |
| BE SEMICONDUCTOR | NL |
| AIB GROUP | IE |
| EIFFAGE | FR |
| BCO SABADELL | ES |
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Low
High
Featured indices
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-1.24
1Y Return
29.33%
1Y Volatility
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1Y Return
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0.12%
EURO STOXX 50® ESG-X - EUR (Price Return)
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1Y Volatility
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iSTOXX® L&G Japan Quality - USD (Net Return)
$309.68
-2.79
1Y Return
11.97%
1Y Volatility
0.23%