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
SAP1EMOZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921308
Bloomberg
SAP1EMOZ INDEX
Last Value
318.49
-0.95 (-0.30%)
As of
CETWeek to Week Change
2.56%
52 Week Change
33.13%
Year to Date Change
20.93%
Daily Low
318.49
Daily High
318.49
52 Week Low
239.24 — 13 Nov 2023
52 Week High
328.31 — 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 |
Fujikura Ltd. | JP |
Westpac Banking Corp. | AU |
Mitsubishi UFJ Financial Group | JP |
Goodman Group | AU |
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Low
High
Featured indices
STOXX® UK 180 ESG-X - EUR (Price Return)
€149.33
-0.83
1Y Return
14.21%
1Y Volatility
0.11%
STOXX® Japan 600 ESG-X Ax Multi-Factor - EUR (Price Return)
€210.73
+2.66
1Y Return
11.98%
1Y Volatility
0.23%
STOXX® Europe 600 ESG-X Ax Quality - EUR (Price Return)
€225.7
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1Y Return
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1Y Volatility
0.12%
STOXX® Asia/Pacific 600 ESG-X Ax Value - EUR (Price Return)
€181.48
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1Y Return
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1Y Volatility
0.19%
STOXX® Developed Markets Total Market Mid ESG-X - EUR (Price Return)
€285.29
+0.01
1Y Return
27.94%
1Y Volatility
0.11%