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
269.71
+1.76 (+0.66%)
As of
CETWeek to Week Change
2.95%
52 Week Change
7.73%
Year to Date Change
0.78%
Daily Low
269.71
Daily High
269.71
52 Week Low
233.89 — 5 Aug 2024
52 Week High
272.66 — 3 Dec 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
Macquarie Group Ltd. | AU |
Japan Tobacco Inc. | JP |
CSL Ltd. | AU |
Daiwa House Industry Co. Ltd. | JP |
Oversea-Chinese Banking Corp. | SG |
Secom Co. Ltd. | JP |
SOFTBANK | JP |
Kyocera Corp. | JP |
United Overseas Bank Ltd. | SG |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€185.21
-0.09
1Y Return
12.45%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€255.69
-1.08
1Y Return
7.35%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€143.79
+0.96
1Y Return
14.18%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€176.99
+0.18
1Y Return
8.39%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€17.0879
+0.92
1Y Return
21.38%
1Y Volatility
1.06%