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
SAP1EQUL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921720
Last Value
210.06
-2.26 (-1.06%)
As of
CETWeek to Week Change
2.24%
52 Week Change
25.54%
Year to Date Change
9.93%
Daily Low
209.64
Daily High
212.13
52 Week Low
167.32 — 13 Nov 2023
52 Week High
219.29 — 27 Sep 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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