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
SAP1EVAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0524921795
Last Value
167.57
-2.07 (-1.22%)
As of
CETWeek to Week Change
-2.52%
52 Week Change
20.88%
Year to Date Change
13.41%
Daily Low
167.21
Daily High
169.82
52 Week Low
136.4199 — 28 Oct 2022
52 Week High
175.41 — 19 Sep 2023
Top 10 Components
JAPAN POST HOLDINGS | Insurance | JP |
CK HUTCHISON HOLDINGS | Industrial Goods and Services | HK |
Honda Motor Co. Ltd. | Automobiles and Parts | JP |
CK Asset Holdings Ltd | Real Estate | HK |
NIPPON STEEL | Basic Resources | JP |
Tokyo Gas Co. Ltd. | Utilities | JP |
Nissan Motor Co. Ltd. | Automobiles and Parts | JP |
Sumitomo Corp. | Industrial Goods and Services | JP |
JFE Holdings Inc. | Basic Resources | JP |
Inpex Corp. | Energy | JP |
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Low
High
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