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
SAP1ESZR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921332
Last Value
244.44
+3.65 (+1.52%)
As of
CETWeek to Week Change
0.90%
52 Week Change
16.88%
Year to Date Change
10.86%
Daily Low
244.44
Daily High
244.44
52 Week Low
206.72 — 5 Aug 2024
52 Week High
250.24 — 27 Sep 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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