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
SAP1QUGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259463
Last Value
309.31
-6.94 (-2.19%)
As of
CETDaily Low
309.31
Daily High
309.31
Top 10 Components
Mizuho Financial Group Inc. | JP |
RECRUIT HOLDINGS | JP |
Hong Kong Exchanges & Clearing | HK |
FORTESCUE | AU |
Tokyo Electron Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
Nippon Yusen K.K. | JP |
BHP GROUP LTD. | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Hoya Corp. | JP |
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Low
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