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
SAXPEVAP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524921696
Last Value
129.23
+0.44 (+0.34%)
As of CET
Week to Week Change
2.15%
52 Week Change
12.44%
Year to Date Change
10.10%
Daily Low
128.99
Daily High
130.06
52 Week Low
104.37 — 29 Sep 2022
52 Week High
129.78 — 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 |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$526.1
-0.05
1Y Return
14.60%
1Y Volatility
0.15%
STOXX® Europe 600
€454.2
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1Y Return
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1Y Volatility
0.13%
STOXX® USA 500
$333.54
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STOXX® North America 600
$404.96
-3.44
1Y Return
17.30%
1Y Volatility
0.18%
STOXX® Asia/Pacific 600
$179.67
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1Y Return
17.71%
1Y Volatility
0.16%