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
SAXPEMFZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923676
Last Value
302.15
+2.70 (+0.90%)
As of
CETWeek to Week Change
1.48%
52 Week Change
14.39%
Year to Date Change
10.35%
Daily Low
302.15
Daily High
302.15
52 Week Low
241.57 — 26 Oct 2023
52 Week High
304.82 — 3 Jun 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 |
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Low
High
Featured indices
STOXX® Europe Total Market ESG-X
€193.33
-1.90
1Y Return
13.36%
1Y Volatility
0.10%
iSTOXX® L&G Global Low Volatility
$536.98
+0.57
1Y Return
16.93%
1Y Volatility
0.08%
STOXX® Developed Markets Total Market ESG-X
€326.41
-0.16
1Y Return
21.04%
1Y Volatility
0.10%
STOXX® Developed World Equity Factor Screened
€357.86
-5.47
1Y Return
23.60%
1Y Volatility
0.09%
EURO STOXX® Total Market Mid ESG-X
€202.36
+0.09
1Y Return
6.90%
1Y Volatility
0.12%