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
SAXPELRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923940
Last Value
220.04
-0.22 (-0.10%)
As of
CETDaily Low
220.04
Daily High
220.04
Top 10 Components
LONDON STOCK EXCHANGE | GB |
WOLTERS KLUWER | NL |
DEUTSCHE BOERSE | DE |
DANONE | FR |
COMPASS GRP | GB |
EQUINOR | NO |
ZURICH INSURANCE GROUP | CH |
HALEON | GB |
SAMPO | FI |
ORANGE | FR |
Zoom
Low
High
Featured indices
STOXX® Japan 600 ESG-X Ax Value - EUR (Price Return)
€163.65
+0.32
1Y Return
5.05%
1Y Volatility
0.23%
iSTOXX® L&G Developed Europe ex UK Low Volatility - EUR (Net Return)
€388.77
-2.83
1Y Return
11.34%
1Y Volatility
0.09%
STOXX® USA 900 ESG-X Ax Low Risk - EUR (Price Return)
€413.6
+0.38
1Y Return
27.75%
1Y Volatility
0.11%
STOXX® Asia/Pacific Climate Awareness Ex Global Compact and Controversial Weapons - USD (Gross Return)
$206.11
+2.70
1Y Return
14.11%
1Y Volatility
0.20%
STOXX® North America Ex Tobacco Industry Neutral ESG - USD (Gross Return)
$466.86
-0.14
1Y Return
32.43%
1Y Volatility
0.12%