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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1LRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260693
Last Value
317.15
-4.32 (-1.34%)
As of CET
Week to Week Change
-0.77%
52 Week Change
15.87%
Year to Date Change
14.57%
Daily Low
317.15
Daily High
317.15
52 Week Low
269.77 — 14 Oct 2025
52 Week High
321.75 — 6 Oct 2026
Top 10 Components
| Macquarie Group Ltd. | AU |
| CLP Holdings Ltd. | HK |
| Oversea-Chinese Banking Corp. | SG |
| Commonwealth Bank of Australia | AU |
| Kyocera Corp. | JP |
| Canon Inc. | JP |
| Secom Co. Ltd. | JP |
| Japan Tobacco Inc. | JP |
| Itochu Corp. | JP |
| DBS Group Holdings Ltd. | SG |
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Low
High
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