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
SAP1EMOZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921308
Bloomberg ID
BBG00RRT4S92
Last Value
257.97
+0.77 (+0.30%)
As of
CETWeek to Week Change
0.77%
52 Week Change
14.16%
Year to Date Change
8.46%
Daily Low
248.33
Daily High
248.33
52 Week Low
208.25 — 13 Oct 2022
52 Week High
259.75 — 1 Aug 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
EURO STOXX 50® ESG
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+1.26
1Y Return
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1Y Volatility
0.16%
DAX 50 ESG (Total Return) EUR
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1Y Return
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1Y Volatility
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STOXX® Europe 600 ESG-X
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1Y Return
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1Y Volatility
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STOXX® USA 500 ESG-X
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1Y Volatility
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STOXX® Global ESG Leaders
$132.6
-0.45
1Y Return
20.20%
1Y Volatility
0.18%