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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1ELRL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524923726
Last Value
128.21
+0.55 (+0.43%)
As of
CETWeek to Week Change
-0.44%
52 Week Change
-3.80%
Year to Date Change
2.26%
Daily Low
127.56
Daily High
128.24
52 Week Low
110.82 — 21 Oct 2022
52 Week High
133.28 — 15 Aug 2022
Top 10 Components
SOFTBANK | Telecommunications | JP |
Secom Co. Ltd. | Industrial Goods and Services | JP |
JAPAN POST BANK | Banks | JP |
East Japan Railway Co. | Industrial Goods and Services | JP |
Transurban Group | Industrial Goods and Services | AU |
Oversea-Chinese Banking Corp. | Banks | SG |
JAPAN POST HOLDINGS | Insurance | JP |
CSL Ltd. | Health Care | AU |
Sekisui House Ltd. | Consumer Products and Services | JP |
Coles Group | Personal Care, Drug and Grocery Stores | AU |
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Low
High
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