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
SAP1EQUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922058
Last Value
362.87
+3.98 (+1.11%)
As of
CETWeek to Week Change
1.21%
52 Week Change
25.44%
Year to Date Change
15.61%
Daily Low
362.87
Daily High
362.87
52 Week Low
289.27 — 20 Nov 2023
52 Week High
363.24 — 8 Nov 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
XERO | AU |
Mizuho Financial Group Inc. | JP |
FORTESCUE | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
Sompo Holdings | JP |
Nintendo Co. Ltd. | JP |
Computershare Ltd. | AU |
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Low
High
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