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
SAP1EMOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921456
Last Value
309.89
-0.30 (-0.10%)
As of
CETWeek to Week Change
-0.19%
52 Week Change
18.42%
Year to Date Change
4.45%
Daily Low
308.87
Daily High
311.26
52 Week Low
230.34 — 5 Aug 2024
52 Week High
310.49 — 10 Feb 2025
Top 10 Components
Hitachi Ltd. | JP |
Asics Corp. | JP |
Fujikura Ltd. | JP |
ANZ GROUP | AU |
Ajinomoto Co. Inc. | JP |
Westpac Banking Corp. | AU |
Mitsubishi UFJ Financial Group | JP |
PRO MEDICUS | AU |
BANDAI NAMCO HOLDINGS INC. | JP |
JAPAN EXCHANGE GROUP | JP |
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