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
SAP1MOL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259562
Last Value
218.79
-1.82 (-0.82%)
As of
CETWeek to Week Change
-4.17%
52 Week Change
32.70%
Year to Date Change
22.17%
Daily Low
218.79
Daily High
221.71
52 Week Low
158.86 — 31 Oct 2023
52 Week High
228.32 — 30 Sep 2024
Top 10 Components
Mitsubishi Heavy Industries Lt | JP |
Hitachi Ltd. | JP |
ANZ GROUP | AU |
Asics Corp. | JP |
Westpac Banking Corp. | AU |
Origin Energy Ltd. | AU |
Fujikura Ltd. | JP |
Mitsubishi UFJ Financial Group | JP |
Itochu Corp. | JP |
Disco Corp. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€319.89
+1.13
1Y Return
17.42%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€751.72
+10.44
1Y Return
30.15%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$432
+0.83
1Y Return
59.23%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$415.36
+4.44
1Y Return
53.17%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€205.6
+1.45
1Y Return
18.49%
1Y Volatility
0.12%