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
SAXPEQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921563
Last Value
296.74
-1.79 (-0.60%)
As of
CETWeek to Week Change
0.49%
52 Week Change
10.46%
Year to Date Change
0.85%
Daily Low
296.74
Daily High
296.74
52 Week Low
266.62 — 10 Nov 2023
52 Week High
318.95 — 12 Jun 2024
Top 10 Components
3I GROUP PLC. | GB |
NOVO NORDISK B | DK |
PARTNERS GRP HLDG | CH |
HERMES INTERNATIONAL | FR |
ASML HLDG | NL |
TELEFONICA | ES |
GRP SOCIETE GENERALE | FR |
ENGIE | FR |
INVESTOR B | SE |
Industria de Diseno Textil SA | ES |
Zoom
Low
High
Featured indices
STOXX® Asia/Pacific 600 ESG-X Ax Momentum - EUR (Price Return)
€291.59
+3.26
1Y Return
29.43%
1Y Volatility
0.23%
iSTOXX® Univest World ESG Carbon - EUR (Price Return)
€106.78
-0.18
1Y Return
—
1Y Volatility
—
STOXX® Asia/Pacific Climate Impact Ex Global Compact and Controversial Weapons - USD (Gross Return)
$202.25
-3.12
1Y Return
13.41%
1Y Volatility
0.21%
STOXX® Global 1800 ex Japan Low Carbon - USD (Gross Return)
$463.13
+1.17
1Y Return
25.91%
1Y Volatility
0.11%
iSTOXX® L&G Global Multi-Factor - USD (Net Return)
$684.28
-2.00
1Y Return
24.77%
1Y Volatility
0.09%