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
SAP1EMFL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524923916
Last Value
168.49
+0.74 (+0.44%)
As of
CETWeek to Week Change
-2.37%
52 Week Change
3.44%
Year to Date Change
1.91%
Daily Low
167.52
Daily High
168.71
52 Week Low
153.63 — 5 Aug 2024
52 Week High
182.36 — 27 Sep 2024
Top 10 Components
MS&AD Insurance Group Holdings | JP |
Oversea-Chinese Banking Corp. | SG |
CK HUTCHISON HOLDINGS | HK |
NIPPON STEEL | JP |
Shionogi & Co. Ltd. | JP |
CAR GROUP | AU |
ENEOS HOLDINGS | JP |
Chubu Electric Power Co. Inc. | JP |
JAPAN POST HOLDINGS | JP |
SBI Holdings Inc. | JP |
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