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
SAP1MFL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260347
Last Value
180.11
-2.79 (-1.53%)
As of
CETWeek to Week Change
0.79%
52 Week Change
11.58%
Year to Date Change
3.00%
Daily Low
179.97
Daily High
182.58
52 Week Low
154.23 — 31 May 2023
52 Week High
187.79 — 8 Mar 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 |
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Low
High
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