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
229.7
-0.48 (-0.21%)
As of CET
Week to Week Change
1.52%
52 Week Change
8.97%
Year to Date Change
8.67%
Daily Low
229.7
Daily High
229.7
52 Week Low
199.63 — 24 Oct 2022
52 Week High
230.18 — 15 Sep 2023
Top 10 Components
| Computershare Ltd. | Financial Services | AU |
| Daiwa Securities Group Inc. | Financial Services | JP |
| Cochlear Ltd. | Health Care | AU |
| Asics Corp. | Consumer Products and Services | JP |
| CAPCOM | Consumer Products and Services | JP |
| Insurance Australia Group Ltd. | Insurance | AU |
| Shimadzu Corp. | Industrial Goods and Services | JP |
| JSR Corp. | Chemicals | JP |
| Ibiden Co. Ltd. | Technology | JP |
| TIS INC. | Technology | JP |
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Low
High
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