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
SAXPEMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922025
Last Value
316.49
-0.48 (-0.15%)
As of
CETWeek to Week Change
-3.50%
52 Week Change
13.59%
Year to Date Change
9.93%
Daily Low
316.49
Daily High
316.49
52 Week Low
276.2 — 22 Nov 2023
52 Week High
347.63 — 26 Sep 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 |
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Low
High
Featured indices
STOXX® Europe Low Carbon 50 Equal Weight - EUR (Gross Return)
€328.06
-1.65
1Y Return
8.73%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Quality - EUR (Price Return)
€461.81
-0.56
1Y Return
31.22%
1Y Volatility
0.13%
iSTOXX® L&G North America Momentum - USD (Net Return)
$1020.62
+0.91
1Y Return
39.75%
1Y Volatility
0.14%
STOXX® Global Low Carbon 400 Equal Weight - USD (Gross Return)
$332.01
-1.16
1Y Return
11.10%
1Y Volatility
0.11%
EURO STOXX® Mid ESG-X - EUR (Price Return)
€199.99
-0.05
1Y Return
10.64%
1Y Volatility
0.11%