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
SAXPESZG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921662
Bloomberg ID
BBG00RRT4SJ1
Last Value
272.46
-0.24 (-0.09%)
As of
CETWeek to Week Change
-0.67%
52 Week Change
6.90%
Year to Date Change
0.71%
Daily Low
272.46
Daily High
272.46
52 Week Low
235.25 — 27 Oct 2023
52 Week High
278.35 — 28 Mar 2024
Top 10 Components
UCB | BE |
INTERCONTINENTAL HOTELS GRP | GB |
VAT GROUP AG | CH |
KERRY GRP | IE |
HANNOVER RUECK | DE |
BUNZL | GB |
NOVONESIS | DK |
EIFFAGE | FR |
BE SEMICONDUCTOR | NL |
ALFA LAVAL | SE |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG
€211.08
+0.87
1Y Return
21.41%
1Y Volatility
0.12%
DAX 50 ESG
€2512.46
+35.90
1Y Return
14.65%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€191.8
+0.61
1Y Return
10.83%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$378.8
+0.13
1Y Return
27.09%
1Y Volatility
0.12%
STOXX® Global ESG Leaders
$154.48
-0.67
1Y Return
7.13%
1Y Volatility
0.14%