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
186.53
+0.03 (+0.02%)
As of
CETWeek to Week Change
-2.30%
52 Week Change
9.45%
Year to Date Change
7.73%
Daily Low
186.14
Daily High
187.44
52 Week Low
160.63 — 5 Aug 2024
52 Week High
197.58 — 3 Dec 2024
Top 10 Components
CAR GROUP | AU |
Cochlear Ltd. | AU |
Ebara Corp. | JP |
Concordia Financial Group | JP |
EVOLUTION MINING | AU |
TREASURY WINE ESTATES | AU |
CAPITALAND ASCENDAS REIT | SG |
Chiba Bank Ltd. | JP |
Trend Micro Inc. | JP |
Yokogawa Electric Corp. | JP |
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