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
SAXPEMFG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923643
Bloomberg
SAXPEMFG INDEX
Last Value
368.5
+1.08 (+0.29%)
As of
CETWeek to Week Change
0.34%
52 Week Change
17.11%
Year to Date Change
10.39%
Daily Low
368.5
Daily High
368.5
52 Week Low
304.9 — 27 Oct 2023
52 Week High
374.17 — 27 May 2024
Top 10 Components
3I GROUP PLC. | GB |
ENGIE | FR |
AHOLD DELHAIZE | NL |
UNICREDIT | IT |
BMW | DE |
NOVO NORDISK B | DK |
ORANGE | FR |
GRP SOCIETE GENERALE | FR |
VOLKSWAGEN PREF | DE |
STELLANTIS | IT |
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