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
195.99
+0.28 (+0.14%)
As of
CETWeek to Week Change
0.53%
52 Week Change
4.17%
Year to Date Change
-3.38%
Daily Low
195.99
Daily High
195.99
52 Week Low
180.6 — 4 Oct 2023
52 Week High
208.18 — 8 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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