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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAP1LRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260719
Bloomberg ID
BBG00RHCN6M2
Last Value
189.86
-0.80 (-0.42%)
As of CET
Week to Week Change
-1.34%
52 Week Change
13.16%
Year to Date Change
5.81%
Daily Low
188.67
Daily High
188.67
52 Week Low
156.54 — 21 Oct 2022
52 Week High
193.34 — 28 Jul 2023
Top 10 Components
| SOFTBANK | Telecommunications | JP |
| Japan Tobacco Inc. | Food, Beverage and Tobacco | JP |
| Secom Co. Ltd. | Industrial Goods and Services | JP |
| Transurban Group | Industrial Goods and Services | AU |
| JAPAN POST BANK | Banks | JP |
| Brambles Ltd. | Industrial Goods and Services | AU |
| East Japan Railway Co. | Industrial Goods and Services | JP |
| Oversea-Chinese Banking Corp. | Banks | SG |
| JAPAN POST HOLDINGS | Insurance | JP |
| CSL Ltd. | Health Care | AU |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
13.06%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
+2.14
1Y Return
5.69%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%