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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1LRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260461
Last Value
263.44
+1.44 (+0.55%)
As of CET
Week to Week Change
1.69%
52 Week Change
7.91%
Year to Date Change
3.31%
Daily Low
263.44
Daily High
263.44
52 Week Low
232.38 — 7 Apr 2025
52 Week High
265.72 — 11 Sep 2025
Top 10 Components
| Japan Tobacco Inc. | JP |
| Commonwealth Bank of Australia | AU |
| CLP Holdings Ltd. | HK |
| Macquarie Group Ltd. | AU |
| Daiwa House Industry Co. Ltd. | JP |
| Oversea-Chinese Banking Corp. | SG |
| CSL Ltd. | AU |
| PAN PACIFIC INTL HLDG | JP |
| Aeon Co. Ltd. | JP |
| ANA HOLDINGS | JP |
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Low
High
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