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
SAP1EQUZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921449
Bloomberg
SAP1EQUZ INDEX
Last Value
287.88
+0.52 (+0.18%)
As of
CETWeek to Week Change
1.22%
52 Week Change
21.13%
Year to Date Change
11.82%
Daily Low
287.88
Daily High
287.88
52 Week Low
237.66 — 23 Nov 2023
52 Week High
302.13 — 27 Sep 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
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