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
SAXPEQUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921357
Bloomberg ID
BBG00RRT4S65
Last Value
285.72
-1.13 (-0.39%)
As of CET
Week to Week Change
0.04%
52 Week Change
13.29%
Year to Date Change
12.75%
Daily Low
290.65
Daily High
290.65
52 Week Low
226.16 — 29 Sep 2022
52 Week High
298.49 — 31 Jul 2023
Top 10 Components
| NOVO NORDISK B | Health Care | DK |
| BP | Energy | GB |
| PARTNERS GRP HLDG | Financial Services | CH |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| 3I GROUP PLC. | Financial Services | GB |
| EQUINOR | Energy | NO |
| ASML HLDG | Technology | NL |
| STMICROELECTRONICS | Technology | IT |
| KUEHNE + NAGEL | Industrial Goods and Services | CH |
| ADYEN | Industrial Goods and Services | NL |
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Low
High
Featured indices
STOXX® Global 1800
$519.77
-0.34
1Y Return
19.85%
1Y Volatility
0.15%
STOXX® Europe 600
€450.22
+1.72
1Y Return
15.20%
1Y Volatility
0.13%
STOXX® USA 500
$329.75
-0.73
1Y Return
16.60%
1Y Volatility
0.17%
STOXX® North America 600
$394.65
-0.91
1Y Return
17.84%
1Y Volatility
0.17%
STOXX® Asia/Pacific 600
$173.8
-0.20
1Y Return
20.05%
1Y Volatility
0.15%