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
SAP1SZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260370
Bloomberg ID
BBG00RHCN6X0
Last Value
206.37
+0.52 (+0.25%)
As of CET
Week to Week Change
0.56%
52 Week Change
9.93%
Year to Date Change
6.79%
Daily Low
206.37
Daily High
206.37
52 Week Low
174.34 — 26 Oct 2023
52 Week High
209.86 — 9 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 |
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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
$381.08
-1.16
1Y Return
44.30%
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%