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
274.98
-0.48 (-0.17%)
As of CET
Week to Week Change
-1.49%
52 Week Change
11.10%
Year to Date Change
11.94%
Daily Low
274.98
Daily High
274.98
52 Week Low
236.21 — 14 Oct 2025
52 Week High
279.14 — 7 Sep 2026
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| Macquarie Group Ltd. | AU |
| CLP Holdings Ltd. | HK |
| Commonwealth Bank of Australia | AU |
| Kyocera Corp. | JP |
| Canon Inc. | JP |
| Secom Co. Ltd. | JP |
| Daiwa House Industry Co. Ltd. | JP |
| DBS Group Holdings Ltd. | SG |
| Japan Tobacco Inc. | JP |
Zoom
Low
High
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