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
SAP1QUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259380
Last Value
294.29
+8.02 (+2.80%)
As of
CETWeek to Week Change
6.22%
52 Week Change
30.87%
Year to Date Change
16.16%
Daily Low
294.29
Daily High
294.29
52 Week Low
213.84 — 26 Oct 2023
52 Week High
294.29 — 27 Sep 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
FORTESCUE | AU |
XERO | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
BHP GROUP LTD. | AU |
Mizuho Financial Group Inc. | JP |
Computershare Ltd. | AU |
Hoya Corp. | JP |
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Low
High
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