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
SAP1MOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259760
Last Value
252.99
-8.21 (-3.14%)
As of CET
Week to Week Change
-6.58%
52 Week Change
16.97%
Year to Date Change
16.74%
Daily Low
252.78
Daily High
260.9
52 Week Low
199.02 — 31 Oct 2023
52 Week High
270.8 — 18 Jul 2024
Top 10 Components
| Mitsubishi Heavy Industries Lt | JP |
| Hitachi Ltd. | JP |
| Disco Corp. | JP |
| ANZ GROUP | AU |
| Asics Corp. | JP |
| Origin Energy Ltd. | AU |
| Toyota Motor Corp. | JP |
| Mitsubishi UFJ Financial Group | JP |
| Itochu Corp. | JP |
| Tokio Marine Holdings Inc. | JP |
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Low
High
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