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
304.39
+0.02 (+0.01%)
As of
CETWeek to Week Change
-1.95%
52 Week Change
18.75%
Year to Date Change
15.58%
Daily Low
304.39
Daily High
304.39
52 Week Low
230.98 — 31 Oct 2023
52 Week High
317.48 — 11 Jul 2024
Top 10 Components
Disco Corp. | JP |
Hitachi Ltd. | JP |
ANZ GROUP | AU |
Mitsubishi UFJ Financial Group | JP |
Asics Corp. | JP |
Ajinomoto Co. Inc. | JP |
JAPAN EXCHANGE GROUP | JP |
Toyota Motor Corp. | JP |
Toyota Tsusho Corp. | JP |
Goodman Group | AU |
Zoom
Low
High
Featured indices
STOXX® Europe 600 ESG Target
€193.8
-1.14
1Y Return
11.25%
1Y Volatility
0.10%
STOXX® Willis Towers Watson Europe 600 Climate Transition
€135.44
+0.59
1Y Return
10.14%
1Y Volatility
0.10%
iSTOXX® US Family Owned ESG Company
$99.6
-0.99
1Y Return
2.60%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 ESG-X Ax Quality
€243.17
+2.34
1Y Return
13.84%
1Y Volatility
0.14%
iSTOXX® L&G Global Multi-Factor ESG
$688.55
+4.63
1Y Return
23.28%
1Y Volatility
0.09%