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
SAP1MFV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260677
Last Value
268.15
+2.34 (+0.88%)
As of CET
Week to Week Change
-1.16%
52 Week Change
16.44%
Year to Date Change
8.58%
Daily Low
268.15
Daily High
268.15
52 Week Low
218.75 — 4 Oct 2023
52 Week High
271.3 — 17 Jul 2024
Top 10 Components
| Japan Tobacco Inc. | JP |
| NIPPON STEEL | JP |
| CK HUTCHISON HOLDINGS | HK |
| Shionogi & Co. Ltd. | JP |
| Chubu Electric Power Co. Inc. | JP |
| Sekisui House Ltd. | JP |
| Tokyo Gas Co. Ltd. | JP |
| Sumitomo Forestry Co. Ltd. | JP |
| Nissan Motor Co. Ltd. | JP |
| Oversea-Chinese Banking Corp. | SG |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€312.17
+1.50
1Y Return
10.25%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€722.58
+9.24
1Y Return
24.49%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$395.67
+0.20
1Y Return
40.04%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X Ax Momentum
$400.78
-0.52
1Y Return
42.63%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€203.43
-0.57
1Y Return
7.84%
1Y Volatility
0.12%