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
199.63
-0.24 (-0.12%)
As of
CETWeek to Week Change
-0.52%
52 Week Change
8.53%
Year to Date Change
3.30%
Daily Low
199.63
Daily High
199.63
52 Week Low
174.34 — 26 Oct 2023
52 Week High
209.86 — 9 Apr 2024
Top 10 Components
Daiwa Securities Group Inc. | JP |
Computershare Ltd. | AU |
Cochlear Ltd. | AU |
Asics Corp. | JP |
Insurance Australia Group Ltd. | AU |
Ebara Corp. | JP |
FUJI ELECTRIC | JP |
TREASURY WINE ESTATES | AU |
Sumitomo Forestry Co. Ltd. | JP |
Chiba Bank Ltd. | JP |
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Low
High
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