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
SAP1MOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259760
Last Value
251.79
-1.77 (-0.70%)
As of
CETDaily Low
250.53
Daily High
253.6
Top 10 Components
Disco Corp. | JP |
Mitsubishi Heavy Industries Lt | JP |
Hitachi Ltd. | JP |
ANZ GROUP | AU |
Toyota Motor Corp. | JP |
Origin Energy Ltd. | AU |
SCREEN HOLDINGS | JP |
Mitsubishi UFJ Financial Group | JP |
Asics Corp. | JP |
Itochu Corp. | JP |
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Low
High
Featured indices
STOXX® International Equity Factor
€305.19
-2.06
1Y Return
8.95%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€673.9
-1.83
1Y Return
25.69%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$374.32
-1.65
1Y Return
41.26%
1Y Volatility
0.12%
STOXX® Global 1800 ESG-X Ax Momentum
$368.95
-0.19
1Y Return
36.71%
1Y Volatility
0.12%
STOXX® Europe 600 Ax Size
€193.58
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1Y Return
3.55%
1Y Volatility
0.12%