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
SAP1QUGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259463
Last Value
324.64
+2.84 (+0.88%)
As of
CETWeek to Week Change
1.09%
52 Week Change
12.63%
Year to Date Change
2.40%
Daily Low
324.64
Daily High
324.64
52 Week Low
277.24 — 31 Oct 2023
52 Week High
334.74 — 8 Mar 2024
Top 10 Components
Mizuho Financial Group Inc. | JP |
Hong Kong Exchanges & Clearing | HK |
RECRUIT HOLDINGS | JP |
FORTESCUE | AU |
Tokyo Electron Ltd. | JP |
Nippon Yusen K.K. | JP |
Fast Retailing Co. Ltd. | JP |
BHP GROUP LTD. | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Disco Corp. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€315.34
-0.13
1Y Return
12.40%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€695.42
-1.98
1Y Return
30.39%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$381.08
-1.16
1Y Return
44.30%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$368.76
-0.25
1Y Return
38.22%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€204.44
-0.23
1Y Return
8.74%
1Y Volatility
0.12%