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
SAP1ESZG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922033
Last Value
253.74
+2.69 (+1.07%)
As of
CETWeek to Week Change
-0.94%
52 Week Change
17.52%
Year to Date Change
10.14%
Daily Low
253.74
Daily High
253.74
52 Week Low
215.92 — 16 Nov 2023
52 Week High
262.22 — 27 Sep 2024
Top 10 Components
CAR GROUP | AU |
Cochlear Ltd. | AU |
Concordia Financial Group | JP |
Ebara Corp. | JP |
EVOLUTION MINING | AU |
CAPITALAND ASCENDAS REIT | SG |
TREASURY WINE ESTATES | AU |
Chiba Bank Ltd. | JP |
Yokogawa Electric Corp. | JP |
SEIBU HOLDINGS | JP |
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