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
SAP1SZR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260768
Last Value
240.41
+2.52 (+1.06%)
As of
CETWeek to Week Change
0.28%
52 Week Change
11.76%
Year to Date Change
7.32%
Daily Low
240.41
Daily High
240.41
52 Week Low
209.28 — 30 Oct 2023
52 Week High
249.52 — 12 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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