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
SAP1SZV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260610
Last Value
197.45
+0.49 (+0.25%)
As of CET
Week to Week Change
0.56%
52 Week Change
9.17%
Year to Date Change
6.65%
Daily Low
197.45
Daily High
197.45
52 Week Low
167.13 — 26 Oct 2023
52 Week High
200.81 — 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
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