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
SAP1LRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260461
Last Value
244.14
-1.83 (-0.74%)
As of CET
Week to Week Change
-2.38%
52 Week Change
12.05%
Year to Date Change
3.99%
Daily Low
244.14
Daily High
244.14
52 Week Low
217.88 — 24 Oct 2023
52 Week High
254.37 — 27 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 |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€176.62
+0.28
1Y Return
11.93%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€249.33
+1.15
1Y Return
6.10%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€134.21
-0.52
1Y Return
7.79%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€171.74
-0.58
1Y Return
7.98%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.7768
+0.04
1Y Return
6.41%
1Y Volatility
0.98%