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
229.98
+0.78 (+0.34%)
As of
CETWeek to Week Change
1.79%
52 Week Change
21.28%
Year to Date Change
0.92%
Daily Low
229.98
Daily High
229.98
52 Week Low
189.63 — 10 Jan 2023
52 Week High
233.83 — 19 Sep 2023
Top 10 Components
NIPPON STEEL | JP |
Sumitomo Corp. | JP |
Mitsui & Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Nippon Yusen K.K. | JP |
Goodman Group | AU |
Honda Motor Co. Ltd. | JP |
Inpex Corp. | JP |
QBE Insurance Group Ltd. | AU |
Marubeni Corp. | JP |
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Low
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