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
SAP1ESZP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921852
Last Value
181.1
+0.68 (+0.38%)
As of
CETWeek to Week Change
1.13%
52 Week Change
8.07%
Year to Date Change
4.60%
Daily Low
180.77
Daily High
181.69
52 Week Low
159.3899 — 23 Oct 2023
52 Week High
190.96 — 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 |
Zoom
Low
High
Featured indices
STOXX® Global ESG Leaders Select 50 Risk Control 10%
€1621.27
-2.00
1Y Return
4.32%
1Y Volatility
0.10%
STOXX® Global ESG Social Leaders
$225.94
-0.42
1Y Return
11.09%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X ex Nuclear Power
€336.32
-1.05
1Y Return
20.77%
1Y Volatility
0.10%
ISS STOXX® US Biodiversity
$152.59
-0.03
1Y Return
29.26%
1Y Volatility
0.12%
iSTOXX® L&G North America Multi-Factor
$766.21
-4.13
1Y Return
24.46%
1Y Volatility
0.10%