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
SAP1VAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259711
Last Value
166.75
-1.78 (-1.06%)
As of CET
Week to Week Change
0.43%
52 Week Change
4.43%
Year to Date Change
1.05%
Daily Low
166.37
Daily High
168.53
52 Week Low
151.7 — 5 Aug 2024
52 Week High
182.1 — 12 Apr 2024
Top 10 Components
| NIPPON STEEL | JP |
| CK HUTCHISON HOLDINGS | HK |
| PANASONIC HOLDINGS | JP |
| Sumitomo Corp. | JP |
| QBE Insurance Group Ltd. | AU |
| Central Japan Railway Co. | JP |
| SUBARU CORPORATION | JP |
| Honda Motor Co. Ltd. | JP |
| Mitsui & Co. Ltd. | JP |
| Marubeni Corp. | JP |
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Low
High
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