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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1ELRG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923692
Last Value
250.28
-0.59 (-0.24%)
As of
CETWeek to Week Change
-1.72%
52 Week Change
9.00%
Year to Date Change
6.67%
Daily Low
250.28
Daily High
250.28
52 Week Low
225.05 — 5 Aug 2024
52 Week High
261.44 — 3 Dec 2024
Top 10 Components
SOFTBANK | JP |
Commonwealth Bank of Australia | AU |
CSL Ltd. | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
Secom Co. Ltd. | JP |
ANA HOLDINGS | JP |
Kirin Holdings Co. Ltd. | JP |
Central Japan Railway Co. | JP |
Kyocera Corp. | JP |
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Low
High
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