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
SAP1EQUP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921282
Last Value
214.01
-0.78 (-0.36%)
As of
CETWeek to Week Change
-2.98%
52 Week Change
5.29%
Year to Date Change
2.26%
Daily Low
212.27
Daily High
214.69
52 Week Low
195.1 — 28 Oct 2022
52 Week High
223.84 — 27 Jan 2023
Top 10 Components
Mizuho Financial Group Inc. | Banks | JP |
BHP GROUP LTD. | Basic Resources | AU |
Nippon Yusen K.K. | Industrial Goods and Services | JP |
Disco Corp. | Technology | 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
Featured indices
EURO STOXX 50® ESG
€173.05
+0.31
1Y Return
26.33%
1Y Volatility
0.16%
DAX 50 ESG (Total Return) EUR
€2120.03
+12.04
1Y Return
26.37%
1Y Volatility
0.16%
STOXX® Europe 600 ESG-X
€167.68
+0.66
1Y Return
15.37%
1Y Volatility
0.13%
STOXX® USA 500 ESG-X
$311.7
+2.81
1Y Return
16.21%
1Y Volatility
0.18%
STOXX® Global ESG Leaders
$133.7
+1.10
1Y Return
18.35%
1Y Volatility
0.18%