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
SAXPEMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921498
Last Value
424.17
+4.21 (+1.00%)
As of
CETWeek to Week Change
1.22%
52 Week Change
28.80%
Year to Date Change
20.85%
Daily Low
424.17
Daily High
424.17
52 Week Low
318.81 — 20 Oct 2023
52 Week High
424.17 — 12 Jul 2024
Top 10 Components
UNICREDIT | IT |
NOVO NORDISK B | DK |
ASM INTERNATIONAL | NL |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
HERMES INTERNATIONAL | FR |
PUBLICIS GRP | FR |
Vonovia SE | DE |
SCHNEIDER ELECTRIC | FR |
SHELL | GB |
VAT GROUP AG | CH |
Zoom
Low
High
Featured indices
iSTOXX® APG World Multi-Factor Responsible SDI
€138.44
+0.40
1Y Return
25.44%
1Y Volatility
0.09%
STOXX® Global 1800 ESG-X ex Nuclear Power
€338.33
-0.37
1Y Return
21.79%
1Y Volatility
0.10%
STOXX® Europe 600 ESG-X Ax Size
€203.33
+0.36
1Y Return
10.89%
1Y Volatility
0.11%
STOXX® Europe Low Carbon Diversification Select 50
€502.13
-0.78
1Y Return
12.25%
1Y Volatility
0.08%
EURO iSTOXX® Environmental 50 Equal Weight NR Decrement 5%
€1725.13
-0.40
1Y Return
13.04%
1Y Volatility
0.10%