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
SAP1QUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259950
Last Value
344.26
+1.74 (+0.51%)
As of CET
Week to Week Change
-1.24%
52 Week Change
25.01%
Year to Date Change
12.30%
Daily Low
344.26
Daily High
344.26
52 Week Low
268.13 — 31 Oct 2023
52 Week High
348.6 — 27 Sep 2024
Top 10 Components
| RECRUIT HOLDINGS | JP |
| Hong Kong Exchanges & Clearing | HK |
| FORTESCUE | AU |
| XERO | AU |
| Chugai Pharmaceutical Co. Ltd. | JP |
| BHP GROUP LTD. | AU |
| Fast Retailing Co. Ltd. | JP |
| Mizuho Financial Group Inc. | JP |
| Computershare Ltd. | AU |
| Hoya Corp. | JP |
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Low
High
Featured indices
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
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STOXX® Europe 600 Ax Size - EUR (Price Return)
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1Y Volatility
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