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
SAP1VAGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259653
Last Value
247.4
-2.62 (-1.05%)
As of CET
Week to Week Change
-1.75%
52 Week Change
3.92%
Year to Date Change
2.56%
Daily Low
247.4
Daily High
247.4
52 Week Low
225.22 — 8 Nov 2023
52 Week High
269.27 — 12 Apr 2024
Top 10 Components
| NIPPON STEEL | JP |
| CK HUTCHISON HOLDINGS | HK |
| Sumitomo Corp. | JP |
| PANASONIC HOLDINGS | JP |
| Central Japan Railway Co. | JP |
| QBE Insurance Group Ltd. | AU |
| Honda Motor Co. Ltd. | JP |
| SUBARU CORPORATION | JP |
| Mitsui & Co. Ltd. | JP |
| Goodman Group | AU |
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Low
High
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