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
SAXPEVAG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921985
Bloomberg ID
BBG00RRT4S47
Last Value
200.47
+0.67 (+0.34%)
As of CET
Week to Week Change
2.15%
52 Week Change
17.54%
Year to Date Change
14.52%
Daily Low
177
Daily High
177
52 Week Low
154.98 — 29 Sep 2022
52 Week High
200.84 — 31 Jul 2023
Top 10 Components
| STELLANTIS | Automobiles and Parts | IT |
| BARCLAYS | Banks | GB |
| 3I GROUP PLC. | Financial Services | GB |
| VODAFONE GRP | Telecommunications | GB |
| DEUTSCHE BANK | Banks | DE |
| STANDARD CHARTERED | Banks | GB |
| SHELL | Energy | GB |
| SANOFI | Health Care | FR |
| Holcim | Construction and Materials | CH |
| EQUINOR | Energy | NO |
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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%