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
149.09
-3.43 (-2.25%)
As of
CETWeek to Week Change
-2.82%
52 Week Change
4.81%
Year to Date Change
4.19%
Daily Low
148.92
Daily High
151.83
52 Week Low
127.14 — 26 Oct 2023
52 Week High
155.15 — 17 Jul 2024
Top 10 Components
Cochlear Ltd. | AU |
CAR GROUP | AU |
Sumitomo Forestry Co. Ltd. | JP |
Concordia Financial Group | JP |
TREASURY WINE ESTATES | AU |
Chiba Bank Ltd. | JP |
CAPITALAND ASCENDAS REIT | SG |
Yokogawa Electric Corp. | JP |
Ebara Corp. | JP |
MINERAL RESOURCES | AU |
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