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
SAXPESZZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921829
Last Value
226.11
-2.39 (-1.05%)
As of
CETWeek to Week Change
-2.95%
52 Week Change
9.92%
Year to Date Change
1.14%
Daily Low
226.11
Daily High
226.11
52 Week Low
205.71 — 16 Nov 2023
52 Week High
255.6 — 27 Sep 2024
Top 10 Components
UCB | BE |
BUNZL | GB |
KERRY GRP | IE |
VAT GROUP AG | CH |
ALFA LAVAL | SE |
AUTO TRADER GROUP | GB |
BE SEMICONDUCTOR | NL |
AIB GROUP | IE |
EIFFAGE | FR |
BCO SABADELL | ES |
Zoom
Low
High
Featured indices
iSTOXX® L&G Global Momentum - USD (Net Return)
$764.24
-8.78
1Y Return
31.02%
1Y Volatility
0.11%
ISS STOXX® US Biodiversity - USD (Gross Return)
$169.26
+0.67
1Y Return
37.54%
1Y Volatility
0.13%
DAX 50 ESG+ - EUR (Net Return)
€1500.73
-5.23
1Y Return
16.61%
1Y Volatility
0.12%
iSTOXX® Europe 600 ESG-X Fintech Tilted - EUR (Price Return)
€209.86
+1.75
1Y Return
14.92%
1Y Volatility
0.09%
iSTOXX® Canada 240 BDFG ESG - EUR (Price Return)
€1257.65
+8.19
1Y Return
—
1Y Volatility
—