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
SAP1VAGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259653
Last Value
264.2
-0.06 (-0.02%)
As of
CETWeek to Week Change
2.04%
52 Week Change
19.99%
Year to Date Change
9.52%
Daily Low
264.2
Daily High
264.2
52 Week Low
218.02 — 17 Jul 2023
52 Week High
269.27 — 12 Apr 2024
Top 10 Components
NIPPON STEEL | JP |
Sumitomo Corp. | JP |
CK HUTCHISON HOLDINGS | HK |
Honda Motor Co. Ltd. | JP |
SUMITOMO MITSUI TRUST HOLDINGS | JP |
Goodman Group | AU |
Marubeni Corp. | JP |
QBE Insurance Group Ltd. | AU |
Mitsui & Co. Ltd. | JP |
Chubu Electric Power Co. Inc. | JP |
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Low
High
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