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
SAP1LRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0512260693
Last Value
300.01
-2.29 (-0.76%)
As of CET
Week to Week Change
0.66%
52 Week Change
9.27%
Year to Date Change
8.38%
Daily Low
300.01
Daily High
300.01
52 Week Low
244.25 — 7 Apr 2025
52 Week High
302.3 — 19 Feb 2026
Top 10 Components
| Toyota Industries Corp. | JP |
| Commonwealth Bank of Australia | AU |
| Japan Tobacco Inc. | JP |
| CLP Holdings Ltd. | HK |
| Macquarie Group Ltd. | AU |
| Oversea-Chinese Banking Corp. | SG |
| Daiwa House Industry Co. Ltd. | JP |
| Secom Co. Ltd. | JP |
| PAN PACIFIC INTL HLDG | JP |
| ANA HOLDINGS | JP |
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Low
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