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
SAP1EVAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921589
Last Value
144.47
+0.55 (+0.38%)
As of
CETWeek to Week Change
-1.92%
52 Week Change
6.57%
Year to Date Change
4.55%
Daily Low
143.88
Daily High
145.14
52 Week Low
130.84 — 5 Aug 2024
52 Week High
155.44 — 27 Sep 2024
Top 10 Components
CK HUTCHISON HOLDINGS | HK |
Honda Motor Co. Ltd. | JP |
Central Japan Railway Co. | JP |
NIPPON STEEL | JP |
Inpex Corp. | JP |
Tokyo Gas Co. Ltd. | JP |
Mizuho Financial Group Inc. | JP |
Goodman Group | AU |
SUBARU CORPORATION | JP |
Qantas Airways Ltd. | AU |
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Low
High
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