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
SAP1EQUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922058
Last Value
345.7
-4.08 (-1.17%)
As of
CETWeek to Week Change
0.23%
52 Week Change
23.90%
Year to Date Change
10.14%
Daily Low
345.7
Daily High
345.7
52 Week Low
278.96 — 8 Nov 2023
52 Week High
361.66 — 7 Oct 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
FORTESCUE | AU |
XERO | AU |
Mizuho Financial Group Inc. | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
Nintendo Co. Ltd. | JP |
Hoya Corp. | JP |
Disco Corp. | JP |
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