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
SAP1EQUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524922058
Last Value
295.94
+1.73 (+0.59%)
As of
CETWeek to Week Change
1.92%
52 Week Change
9.55%
Year to Date Change
8.02%
52 Week Low
254.73 — 28 Oct 2022
52 Week High
295.94 — 15 Sep 2023
Top 10 Components
Mizuho Financial Group Inc. | Banks | JP |
BHP GROUP LTD. | Basic Resources | AU |
Disco Corp. | Technology | JP |
Nippon Yusen K.K. | Industrial Goods and Services | JP |
RECRUIT HOLDINGS | Industrial Goods and Services | JP |
Chugai Pharmaceutical Co. Ltd. | Health Care | JP |
Tokyo Electron Ltd. | Technology | JP |
Goodman Group | Real Estate | AU |
Hoya Corp. | Health Care | JP |
Nintendo Co. Ltd. | Consumer Products and Services | JP |
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Low
High
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