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
SAP1ESZP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921852
Last Value
168.96
-0.30 (-0.18%)
As of
CETWeek to Week Change
-1.51%
52 Week Change
4.04%
Year to Date Change
0.93%
Daily Low
168.59
Daily High
170.13
52 Week Low
156.3 — 24 Oct 2022
52 Week High
176.83 — 27 Jan 2023
Top 10 Components
Cochlear Ltd. | Health Care | AU |
MINERAL RESOURCES | Basic Resources | AU |
CARSALES.COM | Technology | AU |
Asics Corp. | Consumer Products and Services | JP |
CAPITALAND ASCENDAS REIT | Real Estate | SG |
MATSUKIYOCOCOKARA | Personal Care, Drug and Grocery Stores | JP |
Ibiden Co. Ltd. | Technology | JP |
Chiba Bank Ltd. | Banks | JP |
MITSUBISHI HC CAPITAL | Financial Services | JP |
JSR Corp. | Chemicals | JP |
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Low
High
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