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
200.41
+0.35 (+0.17%)
As of CET
Week to Week Change
-0.76%
52 Week Change
8.24%
Year to Date Change
-1.20%
Daily Low
200.41
Daily High
200.41
52 Week Low
179.83 — 14 Mar 2023
52 Week High
205.41 — 15 Jan 2024
Top 10 Components
| Japan Tobacco Inc. | JP |
| SOFTBANK | JP |
| Commonwealth Bank of Australia | AU |
| Transurban Group | AU |
| Brambles Ltd. | AU |
| Oversea-Chinese Banking Corp. | SG |
| Secom Co. Ltd. | JP |
| CSL Ltd. | AU |
| ANA HOLDINGS | JP |
| East Japan Railway Co. | JP |
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