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
SAP1MFL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260347
Last Value
170.05
-0.34 (-0.20%)
As of CET
Week to Week Change
2.65%
52 Week Change
17.90%
Year to Date Change
10.76%
Daily Low
169.98
Daily High
170.42
52 Week Low
130.03 — 21 Oct 2022
52 Week High
170.4 — 18 Sep 2023
Top 10 Components
| Japan Tobacco Inc. | Food, Beverage and Tobacco | JP |
| NIPPON STEEL | Basic Resources | JP |
| CK HUTCHISON HOLDINGS | Industrial Goods and Services | HK |
| Nippon Yusen K.K. | Industrial Goods and Services | JP |
| Mitsui O.S.K. Lines Ltd. | Industrial Goods and Services | JP |
| Marubeni Corp. | Industrial Goods and Services | JP |
| Tokyo Gas Co. Ltd. | Utilities | JP |
| Sekisui House Ltd. | Consumer Products and Services | JP |
| Daito Trust Construction Co. L | Real Estate | JP |
| Mazda Motor Corp. | Automobiles and Parts | JP |
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%