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
SAP1EVAZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921399
Bloomberg
SAP1EVAZ INDEX
Last Value
221.53
+5.59 (+2.59%)
As of CET
Week to Week Change
2.83%
52 Week Change
19.77%
Year to Date Change
9.74%
Daily Low
221.53
Daily High
221.53
52 Week Low
184.97 — 8 Nov 2023
52 Week High
233.74 — 27 Sep 2024
Top 10 Components
| Honda Motor Co. Ltd. | JP |
| CK HUTCHISON HOLDINGS | HK |
| Central Japan Railway Co. | JP |
| NIPPON STEEL | JP |
| Inpex Corp. | JP |
| Goodman Group | AU |
| Mizuho Financial Group Inc. | JP |
| Tokyo Gas Co. Ltd. | JP |
| SUBARU CORPORATION | JP |
| Qantas Airways Ltd. | AU |
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Low
High
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