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
SAP1VAV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512259877
Last Value
186.31
-0.52 (-0.28%)
As of CET
Week to Week Change
2.17%
52 Week Change
31.31%
Year to Date Change
21.56%
Daily Low
163.29
Daily High
163.29
52 Week Low
129.93 — 13 Oct 2022
52 Week High
186.83 — 15 Sep 2023
Top 10 Components
| CK HUTCHISON HOLDINGS | Industrial Goods and Services | HK |
| JAPAN POST HOLDINGS | Insurance | JP |
| NIPPON STEEL | Basic Resources | JP |
| Honda Motor Co. Ltd. | Automobiles and Parts | JP |
| CK Asset Holdings Ltd | Real Estate | HK |
| Inpex Corp. | Energy | JP |
| Tokyo Gas Co. Ltd. | Utilities | JP |
| Nissan Motor Co. Ltd. | Automobiles and Parts | JP |
| Marubeni Corp. | Industrial Goods and Services | JP |
| Goodman Group | Real Estate | AU |
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Low
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