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
SAXPELRG INDEX
Last Value
304.13
+0.29 (+0.10%)
As of
CETWeek to Week Change
-0.11%
52 Week Change
18.02%
Year to Date Change
12.46%
Daily Low
304.13
Daily High
304.13
52 Week Low
256.6 — 10 Nov 2023
52 Week High
309.95 — 17 Oct 2024
Top 10 Components
WOLTERS KLUWER | NL |
LONDON STOCK EXCHANGE | GB |
DEUTSCHE BOERSE | DE |
DANONE | FR |
COMPASS GRP | GB |
EQUINOR | NO |
SAMPO | FI |
HALEON | GB |
ORANGE | FR |
AHOLD DELHAIZE | NL |
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Low
High
Featured indices
iSTOXX® L&G Global Multi-Factor - USD (Net Return)
$697.33
-0.34
1Y Return
31.16%
1Y Volatility
0.10%
STOXX® Global ESG Leaders Select 50 USD - USD (Gross Return)
$387.52
-7.26
1Y Return
22.47%
1Y Volatility
0.11%
STOXX® Asia/Pacific 600 ESG Target TE - EUR (Price Return)
€192.11
-2.68
1Y Return
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1Y Volatility
0.18%
STOXX® Japan 600 ESG-X - EUR (Price Return)
€211.92
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1Y Return
13.72%
1Y Volatility
0.23%
ISS STOXX® Europe 600 Biodiversity - EUR (Gross Return)
€138.04
-2.60
1Y Return
21.03%
1Y Volatility
0.11%