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
SAXPEMOL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921928
Last Value
246.53
+3.94 (+1.62%)
As of CET
Week to Week Change
0.36%
52 Week Change
21.40%
Year to Date Change
11.71%
Daily Low
243.02
Daily High
247.81
52 Week Low
201.4 — 10 Nov 2023
52 Week High
260.54 — 12 Jul 2024
Top 10 Components
| UNICREDIT | IT |
| NOVO NORDISK B | DK |
| ASM INTERNATIONAL | NL |
| UCB | BE |
| HERMES INTERNATIONAL | FR |
| PUBLICIS GRP | FR |
| Vonovia SE | DE |
| SCHNEIDER ELECTRIC | FR |
| HEIDELBERG MATERIALS | DE |
| SHELL | GB |
Zoom
Low
High
Featured indices
iSTOXX® L&G Japan Multi-Factor ESG - USD (Net Return)
$342.7
+1.00
1Y Return
25.14%
1Y Volatility
0.23%
MDAX ESG+ - EUR (Net Return)
€1023.16
-21.61
1Y Return
0.37%
1Y Volatility
0.14%
STOXX® USA 500 ESG-X - EUR (Price Return)
€550.43
+0.89
1Y Return
38.45%
1Y Volatility
0.14%
DAX 50 ESG+ - EUR (Price Return)
€1257.11
-24.41
1Y Return
18.73%
1Y Volatility
0.12%
STOXX® China A 900 Large ESG - CNY (Gross Return)
€142.13
-0.86
1Y Return
15.96%
1Y Volatility
0.19%