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
SAP1SZL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260107
Last Value
153.07
+1.18 (+0.78%)
As of
CETWeek to Week Change
1.94%
52 Week Change
10.69%
Year to Date Change
5.22%
Daily Low
151.73
Daily High
154.04
52 Week Low
137.29 — 5 Aug 2024
52 Week High
168.61 — 27 Sep 2024
Top 10 Components
Computershare Ltd. | AU |
Insurance Australia Group Ltd. | AU |
Cochlear Ltd. | AU |
Ebara Corp. | JP |
EVOLUTION MINING | AU |
JB Hi-Fi Ltd. | AU |
Daiwa Securities Group Inc. | JP |
Shimadzu Corp. | JP |
Chiba Bank Ltd. | JP |
NEXTDC | AU |
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High
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