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
SAP1MOL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259562
Last Value
211.48
-4.34 (-2.01%)
As of CET
Week to Week Change
-0.82%
52 Week Change
30.72%
Year to Date Change
18.09%
Daily Low
211.35
Daily High
216.37
52 Week Low
161.78 — 1 Nov 2023
52 Week High
228.15 — 27 Sep 2024
Top 10 Components
| Mitsubishi Heavy Industries Lt | JP |
| Hitachi Ltd. | JP |
| ANZ GROUP | AU |
| Asics Corp. | JP |
| Westpac Banking Corp. | AU |
| Fujikura Ltd. | JP |
| Origin Energy Ltd. | AU |
| Mitsubishi UFJ Financial Group | JP |
| Disco Corp. | JP |
| Itochu Corp. | JP |
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Low
High
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