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
249.44
-1.94 (-0.77%)
As of CET
Week to Week Change
0.14%
52 Week Change
18.76%
Year to Date Change
9.46%
Daily Low
249.44
Daily High
249.44
52 Week Low
207.36 — 21 Aug 2023
52 Week High
253.92 — 12 Apr 2024
Top 10 Components
| NIPPON STEEL | JP |
| Sumitomo Corp. | JP |
| CK HUTCHISON HOLDINGS | HK |
| Honda Motor Co. Ltd. | JP |
| SUMITOMO MITSUI TRUST HOLDINGS | JP |
| Goodman Group | AU |
| Marubeni Corp. | JP |
| QBE Insurance Group Ltd. | AU |
| Mitsui & Co. Ltd. | JP |
| Chubu Electric Power Co. Inc. | JP |
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Low
High
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