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
SAP1EMOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921456
Last Value
272.34
+1.33 (+0.49%)
As of
CETWeek to Week Change
1.71%
52 Week Change
18.82%
Year to Date Change
14.85%
Daily Low
271.59
Daily High
273.34
52 Week Low
215.68 — 31 Oct 2023
52 Week High
277.64 — 27 Mar 2024
Top 10 Components
Disco Corp. | JP |
Hitachi Ltd. | JP |
ANZ GROUP | AU |
Asics Corp. | JP |
Toyota Motor Corp. | JP |
Mitsubishi UFJ Financial Group | JP |
JAPAN EXCHANGE GROUP | JP |
Ajinomoto Co. Inc. | JP |
Toyota Tsusho Corp. | JP |
Goodman Group | AU |
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