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
SAP1VAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259802
Last Value
147.59
-2.37 (-1.58%)
As of
CETWeek to Week Change
0.96%
52 Week Change
2.60%
Year to Date Change
6.51%
Daily Low
146.26
Daily High
149.91
52 Week Low
125.78 — 5 Aug 2024
52 Week High
149.99 — 7 Mar 2025
Top 10 Components
Central Japan Railway Co. | JP |
PANASONIC HOLDINGS | JP |
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
QBE Insurance Group Ltd. | AU |
Honda Motor Co. Ltd. | JP |
SUBARU CORPORATION | JP |
Mizuho Financial Group Inc. | JP |
Qantas Airways Ltd. | AU |
Inpex Corp. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€332.27
-2.67
1Y Return
7.76%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€749.68
-19.28
1Y Return
11.64%
1Y Volatility
0.15%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$432.9
-0.56
1Y Return
16.62%
1Y Volatility
0.18%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$425.49
-0.74
1Y Return
16.98%
1Y Volatility
0.17%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€211.88
-2.17
1Y Return
9.56%
1Y Volatility
0.11%