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
169.87
+0.78 (+0.46%)
As of CET
Week to Week Change
-0.49%
52 Week Change
9.68%
Year to Date Change
5.71%
Daily Low
168.93
Daily High
170.22
52 Week Low
154.49 — 31 Jul 2025
52 Week High
177.37 — 12 Feb 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 |
| Transurban Group | AU |
| United Overseas Bank Ltd. | SG |
| Daiwa House Industry Co. Ltd. | JP |
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Low
High
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