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
SAXPEMOG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921951
Bloomberg
SAXPEMOG INDEX
Last Value
426.14
-1.98 (-0.46%)
As of
CETWeek to Week Change
-0.91%
52 Week Change
18.37%
Year to Date Change
14.57%
Daily Low
426.14
Daily High
426.14
52 Week Low
358.5899 — 21 Nov 2023
52 Week High
451.99 — 12 Jul 2024
Top 10 Components
UNICREDIT | IT |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
UCB | BE |
HERMES INTERNATIONAL | FR |
PUBLICIS GRP | FR |
SCHNEIDER ELECTRIC | FR |
Vonovia SE | DE |
HEIDELBERG MATERIALS | DE |
SHELL | GB |
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Low
High
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