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
256.99
+1.66 (+0.65%)
As of
CETWeek to Week Change
2.95%
52 Week Change
7.33%
Year to Date Change
0.78%
Daily Low
256.99
Daily High
256.99
52 Week Low
223.28 — 5 Aug 2024
52 Week High
259.96 — 3 Dec 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
Japan Tobacco Inc. | JP |
Macquarie Group Ltd. | AU |
CSL Ltd. | AU |
Daiwa House Industry Co. Ltd. | JP |
Oversea-Chinese Banking Corp. | SG |
Secom Co. Ltd. | JP |
SOFTBANK | JP |
United Overseas Bank Ltd. | SG |
ANA HOLDINGS | JP |
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Low
High
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