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
SAP1LRP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260453
Last Value
177.69
+1.32 (+0.75%)
As of CET
Week to Week Change
3.31%
52 Week Change
10.44%
Year to Date Change
3.82%
Daily Low
176.5
Daily High
177.75
52 Week Low
160.2 — 16 Nov 2023
52 Week High
181.06 — 10 Sep 2024
Top 10 Components
| Japan Tobacco Inc. | JP |
| Commonwealth Bank of Australia | AU |
| CSL Ltd. | AU |
| SOFTBANK | JP |
| Central Japan Railway Co. | JP |
| DBS Group Holdings Ltd. | SG |
| Secom Co. Ltd. | JP |
| Oversea-Chinese Banking Corp. | SG |
| ANA HOLDINGS | JP |
| Kyocera Corp. | JP |
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Low
High
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