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
199.72
+2.40 (+1.22%)
As of
CETWeek to Week Change
1.96%
52 Week Change
21.09%
Year to Date Change
6.05%
Daily Low
199.72
Daily High
199.72
52 Week Low
161.46 — 31 May 2023
52 Week High
204.99 — 9 Apr 2024
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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