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
SAP1EMFG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524923791
Last Value
296.51
+2.71 (+0.92%)
As of
CETWeek to Week Change
2.97%
52 Week Change
13.16%
Year to Date Change
11.15%
Daily Low
282.97
Daily High
282.97
52 Week Low
242.78 — 28 Oct 2022
52 Week High
296.51 — 15 Sep 2023
Top 10 Components
CK HUTCHISON HOLDINGS | Industrial Goods and Services | HK |
NIPPON STEEL | Basic Resources | JP |
Nippon Yusen K.K. | Industrial Goods and Services | JP |
Mitsui O.S.K. Lines Ltd. | Industrial Goods and Services | JP |
Sumitomo Corp. | Industrial Goods and Services | JP |
Tokyo Gas Co. Ltd. | Utilities | JP |
ENEOS HOLDINGS | Energy | JP |
Yamaha Motor Co. Ltd. | Consumer Products and Services | JP |
Singapore Airlines Ltd. | Travel and Leisure | SG |
BHP GROUP LTD. | Basic Resources | AU |
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