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
SAP1EMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922124
Last Value
311.66
+0.91 (+0.29%)
As of
CETWeek to Week Change
1.52%
52 Week Change
6.80%
Year to Date Change
8.28%
Daily Low
311.66
Daily High
311.66
52 Week Low
275.16 — 30 Sep 2022
52 Week High
311.66 — 15 Sep 2023
Top 10 Components
Mitsubishi Heavy Industries Lt | Industrial Goods and Services | JP |
Advantest Corp. | Technology | JP |
Ajinomoto Co. Inc. | Food, Beverage and Tobacco | JP |
Hitachi Ltd. | Industrial Goods and Services | JP |
Toyota Motor Corp. | Automobiles and Parts | JP |
Mitsubishi UFJ Financial Group | Banks | JP |
Mitsui O.S.K. Lines Ltd. | Industrial Goods and Services | JP |
WISETECH GLOBAL | Technology | AU |
Sands China Ltd. | Travel and Leisure | HK |
MINERAL RESOURCES | Basic Resources | AU |
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Low
High
Featured indices
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STOXX® Global ESG Leaders
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1Y Return
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1Y Volatility
0.18%