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
SAP1EVAG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922173
Last Value
277.67
+1.32 (+0.48%)
As of
CETWeek to Week Change
1.07%
52 Week Change
17.39%
Year to Date Change
12.83%
Daily Low
277.67
Daily High
277.67
52 Week Low
235.58 — 29 Nov 2023
52 Week High
280.65 — 12 Apr 2024
Top 10 Components
Honda Motor Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Central Japan Railway Co. | JP |
NIPPON STEEL | JP |
Tokyo Gas Co. Ltd. | JP |
Inpex Corp. | JP |
Mizuho Financial Group Inc. | JP |
Goodman Group | AU |
Qantas Airways Ltd. | AU |
SUBARU CORPORATION | JP |
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