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
198.55
+2.25 (+1.15%)
As of CET
Week to Week Change
1.36%
52 Week Change
3.16%
Year to Date Change
3.16%
Daily Low
198.55
Daily High
198.55
52 Week Low
183.57 — 21 Jun 2024
52 Week High
214.38 — 27 Sep 2024
Top 10 Components
| CSL Ltd. | AU |
| Commonwealth Bank of Australia | AU |
| Macquarie Group Ltd. | AU |
| SOFTBANK | JP |
| Oversea-Chinese Banking Corp. | SG |
| Secom Co. Ltd. | JP |
| Daiwa House Industry Co. Ltd. | JP |
| ANA HOLDINGS | JP |
| Kirin Holdings Co. Ltd. | JP |
| Kyocera Corp. | JP |
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Low
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