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
SAP1ELRZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923775
Bloomberg
SAP1ELRZ INDEX
Last Value
198.09
-1.89 (-0.95%)
As of
CETWeek to Week Change
-1.99%
52 Week Change
10.93%
Year to Date Change
2.93%
Daily Low
198.09
Daily High
198.09
52 Week Low
178.28 — 16 Nov 2023
52 Week High
214.38 — 27 Sep 2024
Top 10 Components
SOFTBANK | JP |
Commonwealth Bank of Australia | AU |
CSL Ltd. | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
ANA HOLDINGS | JP |
Secom Co. Ltd. | JP |
Central Japan Railway Co. | JP |
Kirin Holdings Co. Ltd. | JP |
Kyocera Corp. | JP |
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