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
SAXPEMFP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0524923874
Last Value
243.78
+0.21 (+0.09%)
As of
CETWeek to Week Change
1.43%
52 Week Change
15.33%
Year to Date Change
5.69%
Daily Low
243.55
Daily High
244.5
52 Week Low
211.38 — 27 Mar 2023
52 Week High
243.99 — 25 Mar 2024
Top 10 Components
3I GROUP PLC. | GB |
BMW | DE |
STELLANTIS | IT |
ORANGE | FR |
AHOLD DELHAIZE | NL |
UNICREDIT | IT |
ENGIE | FR |
GRP SOCIETE GENERALE | FR |
NOVO NORDISK B | DK |
EQUINOR | NO |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG
€210.49
+0.46
1Y Return
25.15%
1Y Volatility
0.12%
DAX 50 ESG
€2501.96
+13.85
1Y Return
20.21%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€190.84
+0.36
1Y Return
15.63%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$383.83
-0.59
1Y Return
34.16%
1Y Volatility
0.12%
STOXX® Global ESG Leaders
$152.31
-0.03
1Y Return
11.79%
1Y Volatility
0.14%