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
SAP1MOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259786
Last Value
326.35
+1.52 (+0.47%)
As of
CETWeek to Week Change
-0.48%
52 Week Change
19.89%
Year to Date Change
14.75%
Daily Low
326.35
Daily High
326.35
52 Week Low
260.38 — 31 Oct 2023
52 Week High
340.37 — 29 Mar 2024
Top 10 Components
Disco Corp. | JP |
Mitsubishi Heavy Industries Lt | JP |
Hitachi Ltd. | JP |
ANZ GROUP | AU |
Toyota Motor Corp. | JP |
Origin Energy Ltd. | AU |
Asics Corp. | JP |
Mitsubishi UFJ Financial Group | JP |
SCREEN HOLDINGS | JP |
Itochu Corp. | JP |
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Low
High
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