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
SAP1MOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259240
Last Value
419.88
-3.63 (-0.86%)
As of CET
Week to Week Change
-2.14%
52 Week Change
21.65%
Year to Date Change
11.16%
Daily Low
419.88
Daily High
419.88
52 Week Low
341.96 — 23 Jun 2025
52 Week High
451.6 — 13 May 2026
Top 10 Components
| Fujikura Ltd. | JP |
| ANZ GROUP | AU |
| MITSUI KINZOKU | JP |
| EVOLUTION MINING | AU |
| Mitsubishi UFJ Financial Group | JP |
| Mitsubishi Heavy Industries Lt | JP |
| Toyota Tsusho Corp. | JP |
| Resonac Holdings | JP |
| Westpac Banking Corp. | AU |
| Mizuho Financial Group Inc. | JP |
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Low
High
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