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
SAP1MFL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260347
Last Value
186.33
-0.33 (-0.18%)
As of
CETWeek to Week Change
2.34%
52 Week Change
13.30%
Year to Date Change
6.55%
Daily Low
185.97
Daily High
186.62
52 Week Low
155.41 — 4 Oct 2023
52 Week High
187.79 — 8 Mar 2024
Top 10 Components
Japan Tobacco Inc. | JP |
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
Shionogi & Co. Ltd. | JP |
Chubu Electric Power Co. Inc. | JP |
Sekisui House Ltd. | JP |
Tokyo Gas Co. Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
Nissan Motor Co. Ltd. | JP |
Oversea-Chinese Banking Corp. | SG |
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Low
High
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