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
SAP1EMFP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524923593
Last Value
206.87
+0.57 (+0.28%)
As of
CETWeek to Week Change
1.01%
52 Week Change
9.59%
Year to Date Change
2.63%
Daily Low
206.61
Daily High
207.37
52 Week Low
185.01 — 8 Nov 2023
52 Week High
218.08 — 12 Apr 2024
Top 10 Components
NIPPON STEEL | JP |
Oversea-Chinese Banking Corp. | SG |
CK HUTCHISON HOLDINGS | HK |
Shionogi & Co. Ltd. | JP |
ENEOS HOLDINGS | JP |
Chubu Electric Power Co. Inc. | JP |
CAR GROUP | AU |
Inpex Corp. | JP |
JAPAN POST HOLDINGS | JP |
AGC | JP |
Zoom
Low
High
Featured indices
STOXX® Europe Low Carbon Footprint
€383.06
-1.03
1Y Return
15.30%
1Y Volatility
0.10%
iSTOXX® US Family Owned ESG Company
$101.43
-2.11
1Y Return
5.36%
1Y Volatility
0.13%
idDAX 50 ESG NR Decrement 4.0%
€1439.68
+1.96
1Y Return
8.53%
1Y Volatility
0.12%
STOXX® Global 1800 ESG-X Ax Size
€256.16
-0.04
1Y Return
11.02%
1Y Volatility
0.09%
STOXX® Global ESG Environmental Leaders
$252.25
-0.18
1Y Return
11.80%
1Y Volatility
0.14%