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
SAXPESZZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921829
Last Value
238.97
+0.67 (+0.28%)
As of
CETWeek to Week Change
2.75%
52 Week Change
17.41%
Year to Date Change
6.89%
Daily Low
238.97
Daily High
238.97
52 Week Low
187.93 — 27 Oct 2023
52 Week High
240.04 — 6 Jun 2024
Top 10 Components
UCB | BE |
VAT GROUP AG | CH |
BE SEMICONDUCTOR | NL |
HANNOVER RUECK | DE |
BUNZL | GB |
KERRY GRP | IE |
ALFA LAVAL | SE |
EIFFAGE | FR |
AUTO TRADER GROUP | GB |
GALP ENERGIA | PT |
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Low
High
Featured indices
iSTOXX® L&G North America Multi-Factor ESG
$804.96
+3.42
1Y Return
29.36%
1Y Volatility
0.11%
STOXX® Global ESG Select KPIs
$2807.49
-24.01
1Y Return
21.27%
1Y Volatility
0.09%
iSTOXX® L&G Japan Multi-Factor
$333.56
-1.86
1Y Return
16.76%
1Y Volatility
0.16%
iSTOXX® L&G Developed Asia Pacific ex Japan Momentum
$1079.4
-9.35
1Y Return
8.91%
1Y Volatility
0.14%
iSTOXX® L&G Global Value
$579.47
-2.61
1Y Return
21.75%
1Y Volatility
0.09%