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
204.65
-0.10 (-0.05%)
As of
CETWeek to Week Change
2.13%
52 Week Change
13.68%
Year to Date Change
5.50%
Daily Low
203.72
Daily High
205.9
52 Week Low
163.91 — 26 Oct 2023
52 Week High
210.54 — 28 Aug 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
FORTESCUE | AU |
Hong Kong Exchanges & Clearing | HK |
Chugai Pharmaceutical Co. Ltd. | JP |
XERO | AU |
BHP GROUP LTD. | AU |
Fast Retailing Co. Ltd. | JP |
Hoya Corp. | JP |
Mizuho Financial Group Inc. | JP |
Computershare Ltd. | AU |
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Low
High
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