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
SAP1EQUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921423
Last Value
277.89
+3.38 (+1.23%)
As of
CETWeek to Week Change
1.18%
52 Week Change
21.14%
Year to Date Change
11.62%
Daily Low
277.89
Daily High
277.89
52 Week Low
229.39 — 20 Nov 2023
52 Week High
291.61 — 27 Sep 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
XERO | AU |
Mizuho Financial Group Inc. | JP |
FORTESCUE | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
Sompo Holdings | JP |
Nintendo Co. Ltd. | JP |
Computershare Ltd. | AU |
Zoom
Low
High
Featured indices
iSTOXX® L&G Developed Asia Pacific ex Japan Momentum - USD (Net Return)
$1163.38
+3.27
1Y Return
23.11%
1Y Volatility
0.14%
STOXX® Germany Total Market ESG-X - EUR (Price Return)
€194.18
+1.88
1Y Return
16.74%
1Y Volatility
0.12%
STOXX® Global 1800 ex USA Low Carbon - USD (Gross Return)
$256.89
+0.60
1Y Return
10.98%
1Y Volatility
0.12%
STOXX® Developed Markets Total Market ESG-X - EUR (Price Return)
€357.21
+4.92
1Y Return
31.03%
1Y Volatility
0.12%
iSTOXX® L&G Developed Europe ex UK Value - EUR (Net Return)
€338.66
-2.64
1Y Return
10.36%
1Y Volatility
0.11%