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
SAP1EQUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921423
Last Value
268.89
+1.91 (+0.72%)
As of
CETWeek to Week Change
-0.78%
52 Week Change
15.87%
Year to Date Change
8.01%
Daily Low
268.89
Daily High
268.89
52 Week Low
208.26 — 26 Oct 2023
52 Week High
271.01 — 11 Jul 2024
Top 10 Components
Mizuho Financial Group Inc. | JP |
RECRUIT HOLDINGS | JP |
Tokyo Electron Ltd. | JP |
FORTESCUE | AU |
Disco Corp. | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Hong Kong Exchanges & Clearing | HK |
Nintendo Co. Ltd. | JP |
Hoya Corp. | JP |
Fast Retailing Co. Ltd. | JP |
Zoom
Low
High
Featured indices
STOXX® Developed Markets 2400 ESG-X
€336.77
+0.54
1Y Return
23.32%
1Y Volatility
0.10%
STOXX® Global 1800 ESG Target TE
€330.86
-1.08
1Y Return
23.23%
1Y Volatility
0.09%
iSTOXX® Global Family Owned ESG Company
€113.73
+0.79
1Y Return
4.24%
1Y Volatility
0.09%
STOXX® North America 600 ESG Target
€433.97
+4.73
1Y Return
28.16%
1Y Volatility
0.11%
iSTOXX® L&G Japan Multi-Factor
$333.56
-1.86
1Y Return
16.76%
1Y Volatility
0.16%