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
146.4
+0.43 (+0.29%)
As of
CETWeek to Week Change
0.45%
52 Week Change
19.60%
Year to Date Change
7.35%
Daily Low
145.24
Daily High
146.4
52 Week Low
118.52 — 31 May 2023
52 Week High
147.19 — 22 Mar 2024
Top 10 Components
NIPPON STEEL | JP |
Sumitomo Corp. | JP |
Mitsui & Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Nippon Yusen K.K. | JP |
Goodman Group | AU |
Honda Motor Co. Ltd. | JP |
Inpex Corp. | JP |
QBE Insurance Group Ltd. | AU |
Marubeni Corp. | JP |
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Low
High
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