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
SAXPEMFG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923643
Bloomberg
SAXPEMFG INDEX
Last Value
401.55
-0.30 (-0.07%)
As of
CETWeek to Week Change
0.90%
52 Week Change
20.14%
Year to Date Change
8.66%
Daily Low
401.55
Daily High
401.55
52 Week Low
334.24 — 14 Feb 2024
52 Week High
401.85 — 13 Feb 2025
Top 10 Components
3I GROUP PLC. | GB |
GRP SOCIETE GENERALE | FR |
ENGIE | FR |
AHOLD DELHAIZE | NL |
UCB | BE |
ORANGE | FR |
HEIDELBERG MATERIALS | DE |
VOLKSWAGEN PREF | DE |
UNICREDIT | IT |
LOGITECH INTERNATIONAL | CH |
Zoom
Low
High
Featured indices
DAX 50 ESG+ - EUR (Total Return)
€1851.36
-11.09
1Y Return
28.36%
1Y Volatility
0.13%
STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco - EUR (Gross Return)
€284.55
-0.80
1Y Return
15.68%
1Y Volatility
0.11%
STOXX® Global ESG Social Leaders Diversification Select 30 EUR - EUR (Gross Return)
€474.36
-1.74
1Y Return
19.19%
1Y Volatility
0.09%
STOXX® Global ESG Leaders Select 50 Risk Control 10% - EUR (Total Return)
€1815.85
-5.95
1Y Return
15.70%
1Y Volatility
0.10%
STOXX® Europe 600 ESG-X ex Nuclear Power - EUR (Price Return)
€206.5
-0.58
1Y Return
11.69%
1Y Volatility
0.11%