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
SAP1EMOL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524922181
Last Value
227.11
+0.26 (+0.11%)
As of
CETWeek to Week Change
1.15%
52 Week Change
22.56%
Year to Date Change
16.77%
Daily Low
226.33
Daily High
227.91
52 Week Low
182.13 — 5 Dec 2023
52 Week High
238.25 — 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 |
Mitsubishi UFJ Financial Group | JP |
Goodman Group | AU |
Fujikura Ltd. | JP |
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Low
High
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