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
SAP1QUL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259703
Last Value
219.41
-1.35 (-0.61%)
As of CET
Week to Week Change
1.89%
52 Week Change
19.56%
Year to Date Change
13.11%
Daily Low
218.95
Daily High
221.1
52 Week Low
181.47 — 11 Dec 2023
52 Week High
220.96 — 27 Sep 2024
Top 10 Components
| RECRUIT HOLDINGS | JP |
| Hong Kong Exchanges & Clearing | HK |
| FORTESCUE | AU |
| XERO | AU |
| Chugai Pharmaceutical Co. Ltd. | JP |
| Mizuho Financial Group Inc. | JP |
| Fast Retailing Co. Ltd. | JP |
| Computershare Ltd. | AU |
| Nintendo Co. Ltd. | JP |
| BHP GROUP LTD. | AU |
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Low
High
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