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
SAP1MOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259786
Last Value
307.24
-0.05 (-0.02%)
As of CET
Week to Week Change
1.02%
52 Week Change
12.03%
Year to Date Change
8.03%
Daily Low
307.24
Daily High
307.24
52 Week Low
254.78 — 21 Mar 2023
52 Week High
307.29 — 6 Feb 2024
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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