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
SAP1ESZG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922033
Last Value
243.87
+0.91 (+0.37%)
As of
CETWeek to Week Change
1.38%
52 Week Change
10.66%
Year to Date Change
5.86%
Daily Low
243.87
Daily High
243.87
52 Week Low
211.39 — 23 Oct 2023
52 Week High
256.3399 — 12 Apr 2024
Top 10 Components
Cochlear Ltd. | AU |
CAR GROUP | AU |
Concordia Financial Group | JP |
TREASURY WINE ESTATES | AU |
Ebara Corp. | JP |
Chiba Bank Ltd. | JP |
MINERAL RESOURCES | AU |
Yokogawa Electric Corp. | JP |
CAPITALAND ASCENDAS REIT | SG |
Sumitomo Forestry Co. Ltd. | JP |
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Low
High
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