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
SAP1QUGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259463
Last Value
368.23
+1.94 (+0.53%)
As of CET
Week to Week Change
2.12%
52 Week Change
24.70%
Year to Date Change
16.15%
Daily Low
368.23
Daily High
368.23
52 Week Low
295.29 — 28 Nov 2023
52 Week High
368.23 — 27 Nov 2024
Top 10 Components
| RECRUIT HOLDINGS | JP |
| Hong Kong Exchanges & Clearing | HK |
| FORTESCUE | AU |
| XERO | AU |
| Chugai Pharmaceutical Co. Ltd. | JP |
| Mizuho Financial Group Inc. | JP |
| Fast Retailing Co. Ltd. | JP |
| Computershare Ltd. | AU |
| Nintendo Co. Ltd. | JP |
| BHP GROUP LTD. | AU |
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Low
High
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