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
243.7
+3.10 (+1.29%)
As of CET
Week to Week Change
1.07%
52 Week Change
6.73%
Year to Date Change
-0.72%
Daily Low
243.7
Daily High
243.7
52 Week Low
223.52 — 21 Aug 2023
52 Week High
253.55 — 22 Mar 2024
Top 10 Components
| SOFTBANK | JP |
| Japan Tobacco Inc. | JP |
| CSL Ltd. | AU |
| Commonwealth Bank of Australia | AU |
| Central Japan Railway Co. | JP |
| Brambles Ltd. | AU |
| Oversea-Chinese Banking Corp. | SG |
| DBS Group Holdings Ltd. | SG |
| ANA HOLDINGS | JP |
| Secom Co. Ltd. | JP |
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