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
SAP1MOGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259414
Last Value
359.64
+1.55 (+0.43%)
As of CET
Week to Week Change
-0.90%
52 Week Change
27.55%
Year to Date Change
22.21%
Daily Low
359.64
Daily High
359.64
52 Week Low
273.82 — 8 Nov 2023
52 Week High
374.66 — 1 Oct 2024
Top 10 Components
| Mitsubishi Heavy Industries Lt | JP |
| Hitachi Ltd. | JP |
| ANZ GROUP | AU |
| Asics Corp. | JP |
| Westpac Banking Corp. | AU |
| Fujikura Ltd. | JP |
| Origin Energy Ltd. | AU |
| Mitsubishi UFJ Financial Group | JP |
| Disco Corp. | JP |
| Itochu Corp. | JP |
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Low
High
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