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
SAP1SZGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260065
Last Value
253.88
+0.93 (+0.37%)
As of CET
Week to Week Change
0.72%
52 Week Change
10.63%
Year to Date Change
8.57%
Daily Low
253.88
Daily High
253.88
52 Week Low
218.31 — 30 Oct 2023
52 Week High
260.77 — 12 Apr 2024
Top 10 Components
| Daiwa Securities Group Inc. | JP |
| Cochlear Ltd. | AU |
| Computershare Ltd. | AU |
| Asics Corp. | JP |
| Ebara Corp. | JP |
| Insurance Australia Group Ltd. | AU |
| Sumitomo Forestry Co. Ltd. | JP |
| FUJI ELECTRIC | JP |
| Yokogawa Electric Corp. | JP |
| TREASURY WINE ESTATES | AU |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€315.37
-0.10
1Y Return
12.42%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€697.2
+2.65
1Y Return
30.73%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$383.12
+2.04
1Y Return
45.08%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$368.76
-0.25
1Y Return
38.22%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€205.29
+0.85
1Y Return
9.19%
1Y Volatility
0.12%