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
SAP1EVAG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922173
Last Value
273.59
+6.18 (+2.31%)
As of
CETWeek to Week Change
1.21%
52 Week Change
20.77%
Year to Date Change
11.17%
Daily Low
273.59
Daily High
273.59
52 Week Low
224.48 — 21 Aug 2023
52 Week High
280.65 — 12 Apr 2024
Top 10 Components
Honda Motor Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Inpex Corp. | JP |
NIPPON STEEL | JP |
Goodman Group | AU |
Chubu Electric Power Co. Inc. | JP |
Mizuho Financial Group Inc. | JP |
Nissan Motor Co. Ltd. | JP |
Tokyo Gas Co. Ltd. | JP |
CK Asset Holdings Ltd | HK |
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