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
SAP1EQUP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921282
Last Value
262.92
-0.30 (-0.11%)
As of
CETWeek to Week Change
3.95%
52 Week Change
25.91%
Year to Date Change
12.86%
Daily Low
262.71
Daily High
265.32
52 Week Low
208.82 — 13 Nov 2023
52 Week High
263.55 — 8 Nov 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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