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
261.88
+0.44 (+0.17%)
As of
CETWeek to Week Change
-0.77%
52 Week Change
11.51%
Year to Date Change
0.87%
Daily Low
261.88
Daily High
261.88
52 Week Low
216.35 — 5 Aug 2024
52 Week High
268.69 — 3 Dec 2024
Top 10 Components
CAR GROUP | AU |
Cochlear Ltd. | AU |
Ebara Corp. | JP |
EVOLUTION MINING | AU |
JB Hi-Fi Ltd. | AU |
Concordia Financial Group | JP |
Singapore Exchange Ltd. | SG |
Trend Micro Inc. | JP |
CAPITALAND ASCENDAS REIT | SG |
Chiba Bank Ltd. | JP |
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Low
High
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