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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1EMOZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921308
Bloomberg
SAP1EMOZ INDEX
Last Value
313.43
-4.06 (-1.28%)
As of
CETWeek to Week Change
1.06%
52 Week Change
25.02%
Year to Date Change
19.01%
Daily Low
313.43
Daily High
313.43
52 Week Low
246.44 — 5 Dec 2023
52 Week High
328.31 — 27 Sep 2024
Top 10 Components
Hitachi Ltd. | JP |
Disco Corp. | JP |
ANZ GROUP | AU |
Asics Corp. | JP |
Ajinomoto Co. Inc. | JP |
JAPAN EXCHANGE GROUP | JP |
Westpac Banking Corp. | AU |
Fujikura Ltd. | JP |
Mitsubishi UFJ Financial Group | JP |
Goodman Group | AU |
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Low
High
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