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
SAP1MOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259760
Last Value
215.98
-2.22 (-1.02%)
As of CET
Week to Week Change
-3.68%
52 Week Change
4.85%
Year to Date Change
4.57%
Daily Low
215.98
Daily High
218.46
52 Week Low
198.43 — 30 Sep 2022
52 Week High
224.65 — 18 Sep 2023
Top 10 Components
| Disco Corp. | Technology | JP |
| Hitachi Ltd. | Industrial Goods and Services | JP |
| ANZ GROUP | Banks | AU |
| Mitsubishi Heavy Industries Lt | Industrial Goods and Services | JP |
| Ajinomoto Co. Inc. | Food, Beverage and Tobacco | JP |
| Toyota Motor Corp. | Automobiles and Parts | JP |
| Origin Energy Ltd. | Utilities | AU |
| Advantest Corp. | Technology | JP |
| Mitsubishi UFJ Financial Group | Banks | JP |
| Sands China Ltd. | Travel and Leisure | HK |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€278.06
+0.05
1Y Return
11.43%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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1Y Return
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1Y Volatility
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STOXX® Global 1800 Ax Momentum
$273.85
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STOXX® Global 1800 ESG-X Ax Momentum
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1Y Volatility
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STOXX® Europe 600 Ax Size
€177.93
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1Y Return
12.03%
1Y Volatility
0.15%