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
SAP1VAGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259653
Last Value
255.07
+0.20 (+0.08%)
As of
CETWeek to Week Change
1.66%
52 Week Change
12.00%
Year to Date Change
5.74%
Daily Low
255.07
Daily High
255.07
52 Week Low
225.22 — 8 Nov 2023
52 Week High
269.27 — 12 Apr 2024
Top 10 Components
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
Sumitomo Corp. | JP |
Honda Motor Co. Ltd. | JP |
SUMITOMO MITSUI TRUST HOLDINGS | JP |
Goodman Group | AU |
QBE Insurance Group Ltd. | AU |
Chubu Electric Power Co. Inc. | JP |
Marubeni Corp. | JP |
Inpex Corp. | JP |
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%