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
SAP1VAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259802
Last Value
140.34
+0.12 (+0.09%)
As of
CETWeek to Week Change
-3.17%
52 Week Change
5.19%
Year to Date Change
2.91%
Daily Low
140.2
Daily High
140.34
52 Week Low
123.16 — 4 Oct 2023
52 Week High
148.11 — 17 Jul 2024
Top 10 Components
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
Sumitomo Corp. | JP |
Honda Motor Co. Ltd. | JP |
SUMITOMO MITSUI TRUST HOLDINGS | JP |
Goodman Group | AU |
QBE Insurance Group Ltd. | AU |
Chubu Electric Power Co. Inc. | JP |
Marubeni Corp. | JP |
Central Japan Railway Co. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€312.34
+0.01
1Y Return
11.32%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€706.45
+12.24
1Y Return
20.09%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$398.81
+2.55
1Y Return
41.38%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum
$387.53
-0.03
1Y Return
38.61%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€203.36
+1.20
1Y Return
11.23%
1Y Volatility
0.12%