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Indices

STOXX® Europe 600 ESG-X Ax Multi-Factor

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.

Symbol
SAXPEMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524923874
Last Value
242.89 -2.03 (-0.83%)
As of 03:05 pm CET
Week to Week Change
-2.41%
52 Week Change
11.00%
Year to Date Change
5.31%
Daily Low
242.11
Daily High
244.53
52 Week Low
211.5227 Oct 2023
52 Week High
252.515 May 2024

Top 10 Components

3I GROUP PLC. GB
BMW DE
AHOLD DELHAIZE NL
UNICREDIT IT
NOVO NORDISK B DK
ORANGE FR
EQUINOR NO
GRP SOCIETE GENERALE FR
ENGIE FR
STELLANTIS IT
Zoom
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