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
181.99
+1.58 (+0.88%)
As of
CETWeek to Week Change
-0.30%
52 Week Change
3.36%
Year to Date Change
1.92%
Daily Low
180.18
Daily High
182.35
52 Week Low
151.7 — 5 Aug 2024
52 Week High
185.94 — 28 Feb 2025
Top 10 Components
Central Japan Railway Co. | JP |
PANASONIC HOLDINGS | JP |
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
QBE Insurance Group Ltd. | AU |
Honda Motor Co. Ltd. | JP |
SUBARU CORPORATION | JP |
Mizuho Financial Group Inc. | JP |
Inpex Corp. | JP |
Marubeni Corp. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€335.57
-0.90
1Y Return
7.17%
1Y Volatility
0.12%
STOXX® U.S. Equity Factor - EUR (Price Return)
€751.6
-3.79
1Y Return
8.08%
1Y Volatility
0.16%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$461.54
+0.61
1Y Return
21.07%
1Y Volatility
0.19%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$446.72
-0.22
1Y Return
18.82%
1Y Volatility
0.18%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€212
-1.65
1Y Return
7.68%
1Y Volatility
0.11%