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
SAP1ELRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923999
Last Value
227.9
+2.76 (+1.23%)
As of
CETWeek to Week Change
2.58%
52 Week Change
9.51%
Year to Date Change
1.58%
Daily Low
227.9
Daily High
227.9
52 Week Low
206.01 — 21 Aug 2023
52 Week High
231.75 — 22 Mar 2024
Top 10 Components
SOFTBANK | JP |
CSL Ltd. | AU |
Commonwealth Bank of Australia | AU |
Central Japan Railway Co. | JP |
Kirin Holdings Co. Ltd. | JP |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
East Japan Railway Co. | JP |
ANA HOLDINGS | JP |
Sekisui House Ltd. | JP |
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