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
SAP1VAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259737
Bloomberg
SAP1VAGV INDEX
Last Value
212.99
+2.66 (+1.26%)
As of
CETWeek to Week Change
1.42%
52 Week Change
7.96%
Year to Date Change
6.84%
Daily Low
212.99
Daily High
212.99
52 Week Low
179.6399 — 4 Oct 2023
52 Week High
220.11 — 17 Jul 2024
Top 10 Components
NIPPON STEEL | JP |
PANASONIC HOLDINGS | JP |
CK HUTCHISON HOLDINGS | HK |
Sumitomo Corp. | JP |
QBE Insurance Group Ltd. | AU |
Central Japan Railway Co. | JP |
SUBARU CORPORATION | JP |
Honda Motor Co. Ltd. | JP |
Qantas Airways Ltd. | AU |
Marubeni Corp. | JP |
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Low
High
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