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
SAP1MFP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512260099
Last Value
224.6
+0.58 (+0.26%)
As of CET
Week to Week Change
-2.33%
52 Week Change
15.98%
Year to Date Change
6.14%
Daily Low
223.77
Daily High
225.53
52 Week Low
191.57 — 31 May 2023
52 Week High
230.6 — 15 Apr 2024
Top 10 Components
| Japan Tobacco Inc. | JP |
| NIPPON STEEL | JP |
| Shionogi & Co. Ltd. | JP |
| CK HUTCHISON HOLDINGS | HK |
| Marubeni Corp. | JP |
| Tokyo Gas Co. Ltd. | JP |
| Sekisui House Ltd. | JP |
| Oversea-Chinese Banking Corp. | SG |
| Idemitsu Kosan Co. Ltd. | JP |
| Daito Trust Construction Co. L | JP |
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Low
High
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