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
189.67
+2.76 (+1.48%)
As of
CETWeek to Week Change
2.86%
52 Week Change
15.27%
Year to Date Change
7.75%
Daily Low
186.54
Daily High
189.73
52 Week Low
164.54 — 21 Mar 2023
52 Week High
188.15 — 19 Mar 2024
Top 10 Components
Daiwa Securities Group Inc. | JP |
Cochlear Ltd. | AU |
Computershare Ltd. | AU |
Asics Corp. | JP |
Ebara Corp. | JP |
Insurance Australia Group Ltd. | AU |
FUJI ELECTRIC | JP |
Isetan Mitsukoshi Holdings Ltd | JP |
TREASURY WINE ESTATES | AU |
Shimadzu Corp. | JP |
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Low
High
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