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
SAP1VAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259711
Last Value
163.56
+1.69 (+1.04%)
As of
CETWeek to Week Change
1.58%
52 Week Change
15.14%
Year to Date Change
15.37%
Daily Low
161.85
Daily High
163.79
52 Week Low
140.71 — 29 Dec 2022
52 Week High
170.8899 — 19 Sep 2023
Top 10 Components
NIPPON STEEL | JP |
Sumitomo Corp. | JP |
Mitsui & Co. Ltd. | JP |
CK HUTCHISON HOLDINGS | HK |
Nippon Yusen K.K. | JP |
Goodman Group | AU |
Honda Motor Co. Ltd. | JP |
Inpex Corp. | JP |
Tokyo Gas Co. Ltd. | JP |
QBE Insurance Group Ltd. | AU |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€306.27
-3.67
1Y Return
10.05%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€681.45
+1.12
1Y Return
30.60%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$369.27
-0.52
1Y Return
40.59%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$355.76
-0.57
1Y Return
33.16%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€196.6
-1.20
1Y Return
5.36%
1Y Volatility
0.12%