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
SAP1MFGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260263
Last Value
341.07
+1.89 (+0.56%)
As of
CETDaily Low
341.07
Daily High
341.07
Top 10 Components
Japan Tobacco Inc. | JP |
NIPPON STEEL | JP |
Shionogi & Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Marubeni Corp. | JP |
Tokyo Gas Co. Ltd. | JP |
Sekisui House Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
Oversea-Chinese Banking Corp. | SG |
Singapore Airlines Ltd. | SG |
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Low
High
Featured indices
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€315.55
+1.80
1Y Return
13.22%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
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+2.27
1Y Return
31.66%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$382.24
-0.08
1Y Return
45.35%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
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-0.16
1Y Return
38.80%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€204.58
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1Y Return
9.33%
1Y Volatility
0.12%