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
312.47
-0.97 (-0.31%)
As of
CETWeek to Week Change
-1.74%
52 Week Change
30.24%
Year to Date Change
23.02%
Daily Low
312.47
Daily High
312.47
52 Week Low
239.92 — 11 Dec 2023
52 Week High
317.99 — 3 Dec 2024
Top 10 Components
Hitachi Ltd. | JP |
Asics Corp. | JP |
Ajinomoto Co. Inc. | JP |
Fujikura Ltd. | JP |
ANZ GROUP | AU |
JAPAN EXCHANGE GROUP | JP |
Mitsubishi UFJ Financial Group | JP |
Westpac Banking Corp. | AU |
IHI Corp. | JP |
Goodman Group | AU |
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