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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1MOGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259414
Last Value
495.34
-1.12 (-0.23%)
As of CET
Week to Week Change
-1.40%
52 Week Change
31.77%
Year to Date Change
11.99%
Daily Low
495.34
Daily High
495.34
52 Week Low
375.91 — 23 Apr 2025
52 Week High
521.42 — 2 Mar 2026
Top 10 Components
| Fujikura Ltd. | JP |
| Mitsubishi Heavy Industries Lt | JP |
| ANZ GROUP | AU |
| EVOLUTION MINING | AU |
| Mitsubishi UFJ Financial Group | JP |
| Toyota Tsusho Corp. | JP |
| MITSUI KINZOKU | JP |
| Westpac Banking Corp. | AU |
| IHI Corp. | JP |
| Advantest Corp. | JP |
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