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
SAXPEMFZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923676
Last Value
259.56
+0.73 (+0.28%)
As of CET
Week to Week Change
0.52%
52 Week Change
23.83%
Year to Date Change
14.10%
Daily Low
244.91
Daily High
244.91
52 Week Low
187.3899 — 29 Sep 2022
52 Week High
268.07 — 31 Jul 2023
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| BMW | Automobiles and Parts | DE |
| 3I GROUP PLC. | Financial Services | GB |
| EQUINOR | Energy | NO |
| ORANGE | Telecommunications | FR |
| AHOLD DELHAIZE | Personal Care, Drug and Grocery Stores | NL |
| REPSOL | Energy | ES |
| GRP SOCIETE GENERALE | Banks | FR |
| KUEHNE + NAGEL | Industrial Goods and Services | CH |
| NOVO NORDISK B | Health Care | DK |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$509.57
-7.27
1Y Return
15.08%
1Y Volatility
0.15%
STOXX® Europe 600
€441.91
+1.21
1Y Return
9.65%
1Y Volatility
0.13%
STOXX® USA 500
$324.92
-4.70
1Y Return
11.38%
1Y Volatility
0.17%
STOXX® North America 600
$388.43
-5.56
1Y Return
12.42%
1Y Volatility
0.17%
STOXX® Asia/Pacific 600
$169.85
-2.42
1Y Return
13.13%
1Y Volatility
0.15%