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
SAP1ESZG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922033
Last Value
253.12
+2.53 (+1.01%)
As of
CETWeek to Week Change
1.05%
52 Week Change
14.15%
Year to Date Change
9.88%
Daily Low
253.12
Daily High
253.12
52 Week Low
211.39 — 23 Oct 2023
52 Week High
256.3399 — 12 Apr 2024
Top 10 Components
Cochlear Ltd. | AU |
CAR GROUP | AU |
Concordia Financial Group | JP |
Ebara Corp. | JP |
TREASURY WINE ESTATES | AU |
CAPITALAND ASCENDAS REIT | SG |
Sumitomo Forestry Co. Ltd. | JP |
Yokogawa Electric Corp. | JP |
Chiba Bank Ltd. | JP |
MINERAL RESOURCES | AU |
Zoom
Low
High
Featured indices
iSTOXX® Europe 600 ESG-X Fintech Tilted
€204.36
-0.81
1Y Return
—
1Y Volatility
—
EURO STOXX 50® ESG Filtered
€143.36
+0.68
1Y Return
13.19%
1Y Volatility
0.12%
STOXX® USA 900 ESG-X Ax Multi-Factor
€631.39
+2.51
1Y Return
38.27%
1Y Volatility
0.14%
iSTOXX® Core Euro & Global Water Decrement 5%
€1712.29
+7.54
1Y Return
9.77%
1Y Volatility
0.11%
iSTOXX® L&G UK Multi-Factor
€447.2
+1.96
1Y Return
19.18%
1Y Volatility
0.09%