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
SAP1LRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260719
Bloomberg
SAP1LRGV INDEX
Last Value
212.46
+1.61 (+0.76%)
As of
CETWeek to Week Change
2.10%
52 Week Change
3.45%
Year to Date Change
2.31%
Daily Low
212.46
Daily High
212.46
52 Week Low
193.9 — 21 Jun 2024
52 Week High
225.21 — 27 Sep 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
Japan Tobacco Inc. | JP |
Macquarie Group Ltd. | AU |
CSL Ltd. | AU |
Daiwa House Industry Co. Ltd. | JP |
Oversea-Chinese Banking Corp. | SG |
Secom Co. Ltd. | JP |
SOFTBANK | JP |
ANA HOLDINGS | JP |
Kyocera Corp. | JP |
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Low
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