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
SAP1EMFZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923700
Bloomberg
SAP1EMFZ INDEX
Last Value
267.72
+3.55 (+1.34%)
As of
CETWeek to Week Change
1.70%
52 Week Change
15.87%
Year to Date Change
8.87%
Daily Low
267.72
Daily High
267.72
52 Week Low
231.06 — 20 Nov 2023
52 Week High
280.37 — 27 Sep 2024
Top 10 Components
MS&AD Insurance Group Holdings | JP |
Oversea-Chinese Banking Corp. | SG |
CK HUTCHISON HOLDINGS | HK |
NIPPON STEEL | JP |
Shionogi & Co. Ltd. | JP |
CAR GROUP | AU |
ENEOS HOLDINGS | JP |
Chubu Electric Power Co. Inc. | JP |
JAPAN POST HOLDINGS | JP |
AGC | JP |
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