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
SAP1EVAV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921571
Last Value
204.81
-2.46 (-1.19%)
As of
CETWeek to Week Change
2.05%
52 Week Change
11.99%
Year to Date Change
7.57%
Daily Low
204.81
Daily High
204.81
52 Week Low
181.77 — 22 Nov 2023
52 Week High
219.69 — 27 Sep 2024
Top 10 Components
Honda Motor Co. Ltd. | JP |
Central Japan Railway Co. | JP |
CK HUTCHISON HOLDINGS | HK |
NIPPON STEEL | JP |
Inpex Corp. | JP |
Mizuho Financial Group Inc. | JP |
Goodman Group | AU |
SUBARU CORPORATION | JP |
Tokyo Gas Co. Ltd. | JP |
Qantas Airways Ltd. | AU |
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