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
SAP1LRL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260354
Last Value
139.58
-0.17 (-0.12%)
As of
CETWeek to Week Change
-0.26%
52 Week Change
2.05%
Year to Date Change
-1.32%
Daily Low
139.04
Daily High
140.17
52 Week Low
126.41 — 4 Oct 2023
52 Week High
144.61 — 8 Mar 2024
Top 10 Components
SOFTBANK | JP |
Japan Tobacco Inc. | JP |
CSL Ltd. | AU |
Commonwealth Bank of Australia | AU |
Central Japan Railway Co. | JP |
Brambles Ltd. | AU |
Oversea-Chinese Banking Corp. | SG |
DBS Group Holdings Ltd. | SG |
ANA HOLDINGS | JP |
Secom Co. Ltd. | JP |
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