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
SAP1LRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260461
Last Value
237.63
+0.61 (+0.26%)
As of
CETWeek to Week Change
1.18%
52 Week Change
8.68%
Year to Date Change
1.21%
Daily Low
237.63
Daily High
237.63
52 Week Low
214.25 — 21 Aug 2023
52 Week High
242.42 — 22 Mar 2024
Top 10 Components
Japan Tobacco Inc. | JP |
SOFTBANK | JP |
Commonwealth Bank of Australia | AU |
Oversea-Chinese Banking Corp. | SG |
Transurban Group | AU |
Secom Co. Ltd. | JP |
Brambles Ltd. | AU |
CSL Ltd. | AU |
ANA HOLDINGS | JP |
East Japan Railway Co. | JP |
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