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
SAXPELRG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923759
Bloomberg ID
BBG00RRT4RY6
Last Value
283.94
-0.98 (-0.34%)
As of
CETWeek to Week Change
0.48%
52 Week Change
7.05%
Year to Date Change
5.00%
Daily Low
283.94
Daily High
283.94
52 Week Low
252.71 — 27 Oct 2023
52 Week High
285.02 — 10 May 2024
Top 10 Components
DEUTSCHE BOERSE | DE |
WOLTERS KLUWER | NL |
NESTLE | CH |
LONDON STOCK EXCHANGE | GB |
ORANGE | FR |
GSK | GB |
COMPASS GRP | GB |
SANOFI | FR |
AHOLD DELHAIZE | NL |
ZURICH INSURANCE GROUP | CH |
Zoom
Low
High
Featured indices
STOXX® USA 500 ESG-X
€471.13
+0.02
1Y Return
26.60%
1Y Volatility
0.12%
STOXX® Asia/Pacific 600 ESG Target TE
€185.82
+0.28
1Y Return
9.58%
1Y Volatility
0.13%
iSTOXX® L&G Japan Multi-Factor ESG
$321.95
+1.17
1Y Return
17.57%
1Y Volatility
0.16%
iSTOXX® L&G North America Quality
$741.59
-0.80
1Y Return
28.98%
1Y Volatility
0.12%
STOXX® Japan 600 ESG Target
€224.44
+0.05
1Y Return
15.07%
1Y Volatility
0.16%