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
249.72
-4.74 (-1.86%)
As of CET
Week to Week Change
1.20%
52 Week Change
13.22%
Year to Date Change
9.58%
Daily Low
249.72
Daily High
249.72
52 Week Low
212.55 — 5 Aug 2024
52 Week High
254.46 — 3 Dec 2024
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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Low
High
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