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
SAP1VAV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259877
Last Value
202.11
+2.96 (+1.49%)
As of CET
Week to Week Change
3.26%
52 Week Change
11.42%
Year to Date Change
7.32%
Daily Low
202.11
Daily High
202.11
52 Week Low
176.24 — 5 Aug 2024
52 Week High
211.08 — 27 Sep 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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