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
SAP1VAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259802
Last Value
126.54
-1.33 (-1.04%)
As of
CETWeek to Week Change
0.83%
52 Week Change
11.73%
Year to Date Change
10.75%
Daily Low
126.54
Daily High
127.67
52 Week Low
97.06 — 13 Oct 2022
52 Week High
133.31 — 28 Jul 2023
Top 10 Components
CK HUTCHISON HOLDINGS | Industrial Goods and Services | HK |
JAPAN POST HOLDINGS | Insurance | JP |
NIPPON STEEL | Basic Resources | JP |
CK Asset Holdings Ltd | Real Estate | HK |
Honda Motor Co. Ltd. | Automobiles and Parts | JP |
Inpex Corp. | Energy | JP |
Tokyo Gas Co. Ltd. | Utilities | JP |
Nissan Motor Co. Ltd. | Automobiles and Parts | JP |
Goodman Group | Real Estate | AU |
Marubeni Corp. | Industrial Goods and Services | JP |
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Low
High
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