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
SAP1EQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921241
Last Value
359.08
+3.87 (+1.09%)
As of
CETWeek to Week Change
-1.24%
52 Week Change
20.83%
Year to Date Change
18.31%
Daily Low
359.08
Daily High
359.08
52 Week Low
290.02 — 5 Aug 2024
52 Week High
374.37 — 3 Dec 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
XERO | AU |
FORTESCUE | AU |
Computershare Ltd. | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Sompo Holdings | JP |
Fast Retailing Co. Ltd. | JP |
Nintendo Co. Ltd. | JP |
SUBARU CORPORATION | JP |
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Low
High
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