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
SAP1MFGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260701
Bloomberg ID
BBG00RHCN6J6
Last Value
272.45
+1.44 (+0.53%)
As of
CETWeek to Week Change
0.24%
52 Week Change
17.48%
Year to Date Change
4.52%
Daily Low
272.45
Daily High
272.45
52 Week Low
224.75 — 31 May 2023
52 Week High
281.87 — 9 Apr 2024
Top 10 Components
Japan Tobacco Inc. | JP |
NIPPON STEEL | JP |
Shionogi & Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Marubeni Corp. | JP |
Tokyo Gas Co. Ltd. | JP |
Sekisui House Ltd. | JP |
Oversea-Chinese Banking Corp. | SG |
Sumitomo Forestry Co. Ltd. | JP |
Idemitsu Kosan Co. Ltd. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€311.71
+1.46
1Y Return
12.98%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€675.89
+2.68
1Y Return
28.35%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$370.98
+0.56
1Y Return
42.27%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$357.25
+0.62
1Y Return
35.19%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€197.8
+0.74
1Y Return
6.13%
1Y Volatility
0.12%