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
SAP1VAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259802
Last Value
138.32
-1.54 (-1.10%)
As of
CETDaily Low
138.09
Daily High
139.56
Top 10 Components
PANASONIC HOLDINGS | JP |
NIPPON STEEL | JP |
CK HUTCHISON HOLDINGS | HK |
Sumitomo Corp. | JP |
QBE Insurance Group Ltd. | AU |
Central Japan Railway Co. | JP |
SUBARU CORPORATION | JP |
Qantas Airways Ltd. | AU |
Mitsui & Co. Ltd. | JP |
Mizuho Financial Group Inc. | JP |
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