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
SAXPEMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524923874
Last Value
245.48
+1.09 (+0.45%)
As of
CETWeek to Week Change
0.67%
52 Week Change
12.71%
Year to Date Change
6.43%
Daily Low
243.59
Daily High
245.53
52 Week Low
211.52 — 27 Oct 2023
52 Week High
252.5 — 15 May 2024
Top 10 Components
3I GROUP PLC. | GB |
ENGIE | FR |
AHOLD DELHAIZE | NL |
UNICREDIT | IT |
BMW | DE |
NOVO NORDISK B | DK |
ORANGE | FR |
GRP SOCIETE GENERALE | FR |
VOLKSWAGEN PREF | DE |
STELLANTIS | IT |
Zoom
Low
High
Featured indices
STOXX® USA Low Carbon
$588.83
+5.45
1Y Return
25.65%
1Y Volatility
0.11%
ISS STOXX® Developed World ESG Climbers
$1344.03
-0.41
1Y Return
—
1Y Volatility
—
STOXX® USA 900 ESG Target
€466.54
+5.53
1Y Return
29.35%
1Y Volatility
0.12%
iSTOXX® L&G UK Multi-Factor
€447.2
+1.96
1Y Return
19.18%
1Y Volatility
0.09%
STOXX® Europe ESG Environmental Leaders Diversification Select 30 EUR
€430.16
+0.34
1Y Return
17.79%
1Y Volatility
0.10%