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
194.17
-0.67 (-0.34%)
As of
CETWeek to Week Change
0.17%
52 Week Change
14.76%
Year to Date Change
8.42%
Daily Low
193.98
Daily High
196.42
52 Week Low
158.86 — 31 Oct 2023
52 Week High
210.31 — 29 Mar 2024
Top 10 Components
Disco Corp. | JP |
Mitsubishi Heavy Industries Lt | JP |
Hitachi Ltd. | JP |
ANZ GROUP | AU |
Toyota Motor Corp. | JP |
Origin Energy Ltd. | AU |
SCREEN HOLDINGS | JP |
Mitsubishi UFJ Financial Group | JP |
Asics Corp. | JP |
Itochu Corp. | JP |
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Low
High
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