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
374.78
+4.35 (+1.17%)
As of
CETWeek to Week Change
0.82%
52 Week Change
21.42%
Year to Date Change
2.67%
Daily Low
374.78
Daily High
374.78
52 Week Low
290.02 — 5 Aug 2024
52 Week High
374.7799 — 5 Feb 2025
Top 10 Components
RECRUIT HOLDINGS | JP |
XERO | AU |
Hong Kong Exchanges & Clearing | HK |
FORTESCUE | AU |
Computershare Ltd. | AU |
Nintendo Co. Ltd. | JP |
Sompo Holdings | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
PRO MEDICUS | AU |
SUBARU CORPORATION | JP |
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