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
SAP1LRL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260354
Last Value
137.55
-0.38 (-0.28%)
As of
CETWeek to Week Change
1.71%
52 Week Change
4.74%
Year to Date Change
6.09%
Daily Low
137.33
Daily High
138.42
52 Week Low
126.41 — 4 Oct 2023
52 Week High
138.3899 — 8 Dec 2023
Top 10 Components
Japan Tobacco Inc. | JP |
SOFTBANK | JP |
Commonwealth Bank of Australia | AU |
Oversea-Chinese Banking Corp. | SG |
Transurban Group | AU |
Brambles Ltd. | AU |
Secom Co. Ltd. | JP |
CSL Ltd. | AU |
East Japan Railway Co. | JP |
ANA HOLDINGS | JP |
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