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
SAP1MOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259786
Last Value
364.68
+4.50 (+1.25%)
As of CET
Week to Week Change
5.87%
52 Week Change
37.75%
Year to Date Change
28.23%
Daily Low
364.68
Daily High
364.68
52 Week Low
264.75 — 8 Nov 2023
52 Week High
364.68 — 8 Nov 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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