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
SAP1VAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259554
Last Value
243.52
-0.43 (-0.18%)
As of CET
Week to Week Change
1.99%
52 Week Change
13.40%
Year to Date Change
6.86%
Daily Low
243.52
Daily High
243.52
52 Week Low
212.55 — 5 Aug 2024
52 Week High
253.92 — 12 Apr 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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