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
SAP1LRP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260453
Last Value
172.13
+0.73 (+0.43%)
As of
CETWeek to Week Change
-0.81%
52 Week Change
4.22%
Year to Date Change
0.57%
Daily Low
171.3
Daily High
172.44
52 Week Low
157.84 — 21 Aug 2023
52 Week High
173.76 — 7 Feb 2024
Top 10 Components
Japan Tobacco Inc. | JP |
SOFTBANK | JP |
Commonwealth Bank of Australia | AU |
Transurban Group | AU |
Oversea-Chinese Banking Corp. | SG |
Secom Co. Ltd. | JP |
Brambles Ltd. | AU |
CSL Ltd. | AU |
ANA HOLDINGS | JP |
East Japan Railway Co. | JP |
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