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
SAP1LRL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260354
Last Value
141.55
+0.24 (+0.17%)
As of
CETWeek to Week Change
-2.26%
52 Week Change
11.02%
Year to Date Change
0.07%
Daily Low
140.73
Daily High
141.8
52 Week Low
126.87 — 26 Oct 2023
52 Week High
152.79 — 27 Sep 2024
Top 10 Components
Japan Tobacco Inc. | JP |
CSL Ltd. | AU |
Commonwealth Bank of Australia | AU |
SOFTBANK | JP |
Central Japan Railway Co. | JP |
Secom Co. Ltd. | JP |
DBS Group Holdings Ltd. | SG |
Kyocera Corp. | JP |
ANA HOLDINGS | JP |
Oversea-Chinese Banking Corp. | SG |
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