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
SAP1SZL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260107
Last Value
165.87
-2.74 (-1.63%)
As of
CETWeek to Week Change
2.87%
52 Week Change
20.20%
Year to Date Change
14.02%
Daily Low
164.96
Daily High
168.66
52 Week Low
131.61 — 26 Oct 2023
52 Week High
168.61 — 27 Sep 2024
Top 10 Components
Sumitomo Forestry Co. Ltd. | JP |
Computershare Ltd. | AU |
Cochlear Ltd. | AU |
Insurance Australia Group Ltd. | AU |
Ebara Corp. | JP |
Shimadzu Corp. | JP |
Yokogawa Electric Corp. | JP |
TREASURY WINE ESTATES | AU |
Daiwa Securities Group Inc. | JP |
FUJI ELECTRIC | JP |
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