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
SAP1EQUZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0524921449
Bloomberg ID
BBG00RRT4SC8
Last Value
232.48
+0.13 (+0.06%)
As of
CETWeek to Week Change
1.94%
52 Week Change
7.03%
Year to Date Change
6.08%
Daily Low
234.31
Daily High
234.31
52 Week Low
188.43 — 13 Oct 2022
52 Week High
241.28 — 31 Jul 2023
Top 10 Components
Mizuho Financial Group Inc. | Banks | JP |
Nippon Yusen K.K. | Industrial Goods and Services | JP |
BHP GROUP LTD. | Basic Resources | AU |
Disco Corp. | Technology | JP |
RECRUIT HOLDINGS | Industrial Goods and Services | JP |
Chugai Pharmaceutical Co. Ltd. | Health Care | JP |
Goodman Group | Real Estate | AU |
Tokyo Electron Ltd. | Technology | JP |
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
€174.29
-0.38
1Y Return
27.50%
1Y Volatility
0.16%
DAX 50 ESG (Total Return) EUR
€2143.5
-1.74
1Y Return
23.59%
1Y Volatility
0.16%
STOXX® Europe 600 ESG-X
€168.7
-0.51
1Y Return
16.74%
1Y Volatility
0.13%
STOXX® USA 500 ESG-X
$312.54
-0.49
1Y Return
17.55%
1Y Volatility
0.18%
STOXX® Global ESG Leaders
$137.19
-1.18
1Y Return
14.79%
1Y Volatility
0.18%