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
SAP1QUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259950
Last Value
311.41
+1.19 (+0.38%)
As of
CETWeek to Week Change
2.59%
52 Week Change
15.41%
Year to Date Change
1.58%
Daily Low
311.41
Daily High
311.41
52 Week Low
268.13 — 31 Oct 2023
52 Week High
323.66 — 8 Mar 2024
Top 10 Components
Mizuho Financial Group Inc. | JP |
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
FORTESCUE | AU |
Tokyo Electron Ltd. | JP |
Nippon Yusen K.K. | JP |
Fast Retailing Co. Ltd. | JP |
BHP GROUP LTD. | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Hoya Corp. | JP |
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Low
High
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