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
SAP1QUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259950
Last Value
358.88
-3.27 (-0.90%)
As of
CETDaily Low
358.88
Daily High
358.88
Top 10 Components
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
FORTESCUE | AU |
XERO | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Mizuho Financial Group Inc. | JP |
Fast Retailing Co. Ltd. | JP |
Computershare Ltd. | AU |
Nintendo Co. Ltd. | JP |
BHP GROUP LTD. | AU |
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Featured indices
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STOXX® Europe 600 Ax Size - EUR (Price Return)
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1Y Volatility
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