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
SAP1SZP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260388
Last Value
179.03
+0.97 (+0.54%)
As of
CETWeek to Week Change
0.27%
52 Week Change
2.21%
Year to Date Change
1.71%
Daily Low
177.55
Daily High
179.16
52 Week Low
164.54 — 21 Mar 2023
52 Week High
181.96 — 15 Sep 2023
Top 10 Components
Computershare Ltd. | AU |
Daiwa Securities Group Inc. | JP |
Cochlear Ltd. | AU |
Asics Corp. | JP |
Ebara Corp. | JP |
Insurance Australia Group Ltd. | AU |
FUJI ELECTRIC | JP |
TREASURY WINE ESTATES | AU |
Shimadzu Corp. | JP |
NORTHERN STAR | AU |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€300.15
+0.66
1Y Return
6.36%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€666.73
-6.56
1Y Return
25.55%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$360.74
-9.58
1Y Return
35.46%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$349.13
-10.20
1Y Return
28.86%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€192.76
+1.52
1Y Return
1.67%
1Y Volatility
0.13%