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
SAP1LRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260438
Last Value
238.77
+1.50 (+0.63%)
As of CET
Week to Week Change
-0.05%
52 Week Change
21.33%
Year to Date Change
2.41%
Daily Low
238.77
Daily High
238.77
52 Week Low
191.68 — 7 Apr 2025
52 Week High
239.4 — 20 Jan 2026
Top 10 Components
| Toyota Industries Corp. | JP |
| Japan Tobacco Inc. | JP |
| CLP Holdings Ltd. | HK |
| Macquarie Group Ltd. | AU |
| Commonwealth Bank of Australia | AU |
| Oversea-Chinese Banking Corp. | SG |
| Daiwa House Industry Co. Ltd. | JP |
| United Overseas Bank Ltd. | SG |
| Secom Co. Ltd. | JP |
| ANA HOLDINGS | JP |
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Low
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