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
SAP1MFP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260099
Last Value
224.36
-0.26 (-0.12%)
As of
CETDaily Low
223.75
Daily High
226.19
Top 10 Components
Japan Tobacco Inc. | JP |
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
Shionogi & Co. Ltd. | JP |
Tokyo Gas Co. Ltd. | JP |
Sekisui House Ltd. | JP |
Chubu Electric Power Co. Inc. | JP |
Sumitomo Forestry Co. Ltd. | JP |
Daito Trust Construction Co. L | JP |
Fujikura Ltd. | JP |
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Low
High
Featured indices
STOXX® International Equity Factor
€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€722.99
+4.24
1Y Return
24.45%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$421.46
+4.07
1Y Return
49.53%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$407.75
+3.96
1Y Return
45.75%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%