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
SAP1EMFR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923957
Last Value
300.42
+2.84 (+0.95%)
As of
CETWeek to Week Change
-0.85%
52 Week Change
15.16%
Year to Date Change
5.71%
Daily Low
300.42
Daily High
300.42
52 Week Low
258.99 — 21 Aug 2023
52 Week High
310.57 — 12 Apr 2024
Top 10 Components
NIPPON STEEL | JP |
Oversea-Chinese Banking Corp. | SG |
Shionogi & Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Tokyo Gas Co. Ltd. | JP |
AGC | JP |
ENEOS HOLDINGS | JP |
Inpex Corp. | JP |
JAPAN POST HOLDINGS | JP |
Sumitomo Forestry Co. Ltd. | JP |
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Low
High
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