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
SAP1EMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921936
Last Value
305.55
+4.79 (+1.59%)
As of CET
Week to Week Change
1.63%
52 Week Change
26.88%
Year to Date Change
20.30%
Daily Low
305.55
Daily High
305.55
52 Week Low
237.71 — 5 Dec 2023
52 Week High
316 — 27 Sep 2024
Top 10 Components
| Hitachi Ltd. | JP |
| Disco Corp. | JP |
| ANZ GROUP | AU |
| Asics Corp. | JP |
| Ajinomoto Co. Inc. | JP |
| JAPAN EXCHANGE GROUP | JP |
| Westpac Banking Corp. | AU |
| Mitsubishi UFJ Financial Group | JP |
| Goodman Group | AU |
| Fujikura Ltd. | JP |
Zoom
Low
High
Featured indices
iSTOXX® L&G North America Quality - USD (Net Return)
$852.68
-2.97
1Y Return
36.44%
1Y Volatility
0.12%
STOXX® Asia/Pacific ESG-X Select Dividend 30 - EUR (Price Return)
€133.72
-0.29
1Y Return
24.47%
1Y Volatility
0.14%
MDAX ESG+ - EUR (Net Return)
€1005.6
-4.26
1Y Return
-2.67%
1Y Volatility
0.14%
iSTOXX® L&G North America Value - USD (Net Return)
$718.15
+0.38
1Y Return
32.71%
1Y Volatility
0.12%
STOXX® USA 500 ESG Target - EUR (Price Return)
€493.39
+0.34
1Y Return
33.68%
1Y Volatility
0.14%