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
SAP1SZP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260388
Last Value
189.23
+2.00 (+1.07%)
As of
CETWeek to Week Change
4.18%
52 Week Change
11.34%
Year to Date Change
7.50%
Daily Low
187.66
Daily High
189.33
52 Week Low
164.8 — 30 Oct 2023
52 Week High
196.21 — 31 Jul 2024
Top 10 Components
Computershare Ltd. | AU |
Cochlear Ltd. | AU |
Insurance Australia Group Ltd. | AU |
Sumitomo Forestry Co. Ltd. | JP |
Fujikura Ltd. | JP |
Yokogawa Electric Corp. | JP |
Shimadzu Corp. | JP |
Daiwa Securities Group Inc. | JP |
FUJI ELECTRIC | JP |
TREASURY WINE ESTATES | AU |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€722.99
+4.24
1Y Return
24.45%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$421.46
+4.07
1Y Return
49.53%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$407.75
+3.96
1Y Return
45.75%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%