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
SAP1MOL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259562
Last Value
179.97
+0.27 (+0.15%)
As of CET
Week to Week Change
2.47%
52 Week Change
8.11%
Year to Date Change
8.11%
Daily Low
178.83
Daily High
179.97
52 Week Low
159.09 — 1 Nov 2023
52 Week High
183.1399 — 31 Jul 2023
Top 10 Components
| Disco Corp. | JP |
| Mitsubishi Heavy Industries Lt | JP |
| Hitachi Ltd. | JP |
| ANZ GROUP | AU |
| Toyota Motor Corp. | JP |
| Origin Energy Ltd. | AU |
| SCREEN HOLDINGS | JP |
| Mitsubishi UFJ Financial Group | JP |
| Asics Corp. | JP |
| Itochu Corp. | JP |
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Low
High
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