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
27
-0.16 (-0.06%)
As of
CETWeek to Week Change
-0.49%
52 Week Change
10.66%
Year to Date Change
-0.06%
Daily Low
270
Daily High
270
52 Week Low
239.65 — 5 Aug 2024
52 Week High
285.6 — 27 Sep 2024
Top 10 Components
Sompo Holdings | JP |
Japan Tobacco Inc. | JP |
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
Shionogi & Co. Ltd. | JP |
SUBARU CORPORATION | JP |
Tokyo Gas Co. Ltd. | JP |
Oversea-Chinese Banking Corp. | SG |
Sekisui House Ltd. | JP |
Chubu Electric Power Co. Inc. | JP |
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Low
High
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