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
SAP1SZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260370
Bloomberg ID
BBG00RHCN6X0
Last Value
189.72
-1.83 (-0.96%)
As of CET
Week to Week Change
-2.02%
52 Week Change
11.80%
Year to Date Change
7.12%
Daily Low
190.14
Daily High
190.14
52 Week Low
153 — 13 Oct 2022
52 Week High
195.01 — 31 Jul 2023
Top 10 Components
| Computershare Ltd. | Financial Services | AU |
| Daiwa Securities Group Inc. | Financial Services | JP |
| Cochlear Ltd. | Health Care | AU |
| CAPCOM | Consumer Products and Services | JP |
| Asics Corp. | Consumer Products and Services | JP |
| Insurance Australia Group Ltd. | Insurance | AU |
| Shimadzu Corp. | Industrial Goods and Services | JP |
| JSR Corp. | Chemicals | JP |
| TIS INC. | Technology | JP |
| Chiba Bank Ltd. | Banks | JP |
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Low
High
Featured indices
STOXX® International Equity Factor
€277.72
+0.19
1Y Return
12.00%
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%