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
SAP1ESZL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524922140
Last Value
148.41
-2.18 (-1.45%)
As of
CETWeek to Week Change
-0.60%
52 Week Change
9.13%
Year to Date Change
3.72%
Daily Low
148.27
Daily High
150.35
52 Week Low
133.19 — 5 Aug 2024
52 Week High
162.85 — 27 Sep 2024
Top 10 Components
CAR GROUP | AU |
Cochlear Ltd. | AU |
Concordia Financial Group | JP |
Ebara Corp. | JP |
EVOLUTION MINING | AU |
CAPITALAND ASCENDAS REIT | SG |
TREASURY WINE ESTATES | AU |
Chiba Bank Ltd. | JP |
Yokogawa Electric Corp. | JP |
SEIBU HOLDINGS | JP |
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