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
SAXPESZZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921829
Last Value
226.11
-2.39 (-1.05%)
As of
CETWeek to Week Change
-2.95%
52 Week Change
9.92%
Year to Date Change
1.14%
Daily Low
226.11
Daily High
226.11
52 Week Low
205.71 — 16 Nov 2023
52 Week High
255.6 — 27 Sep 2024
Top 10 Components
UCB | BE |
BUNZL | GB |
KERRY GRP | IE |
VAT GROUP AG | CH |
ALFA LAVAL | SE |
AUTO TRADER GROUP | GB |
BE SEMICONDUCTOR | NL |
AIB GROUP | IE |
EIFFAGE | FR |
BCO SABADELL | ES |
Zoom
Low
High
Featured indices
MDAX ESG+ - EUR (Price Return)
€883.25
+0.57
1Y Return
-3.94%
1Y Volatility
0.14%
STOXX® China A 900 Large ESG - CNY (Gross Return)
€142.01
+0.57
1Y Return
15.65%
1Y Volatility
0.19%
EURO STOXX® Sustainability - EUR (Price Return)
€162.17
+0.81
1Y Return
8.55%
1Y Volatility
0.12%
STOXX® Global Low Carbon 400 Equal Weight - USD (Gross Return)
$332.01
-1.16
1Y Return
11.10%
1Y Volatility
0.11%
DAX 50 ESG+ - EUR (Net Return)
€1500.73
-5.23
1Y Return
16.61%
1Y Volatility
0.12%