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
SAP1EMFP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524923593
Last Value
212.13
-0.97 (-0.46%)
As of
CETWeek to Week Change
-0.91%
52 Week Change
10.76%
Year to Date Change
5.24%
Daily Low
210.61
Daily High
213.4
52 Week Low
185.01 — 8 Nov 2023
52 Week High
218.08 — 12 Apr 2024
Top 10 Components
Oversea-Chinese Banking Corp. | SG |
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
Shionogi & Co. Ltd. | JP |
Chubu Electric Power Co. Inc. | JP |
ENEOS HOLDINGS | JP |
CAR GROUP | AU |
Sumitomo Forestry Co. Ltd. | JP |
JAPAN POST HOLDINGS | JP |
Inpex Corp. | JP |
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