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
SAP1QUP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0512259927
Last Value
239.7
+1.19 (+0.50%)
As of
CETWeek to Week Change
2.11%
52 Week Change
13.90%
Year to Date Change
2.12%
Daily Low
237.92
Daily High
239.7
52 Week Low
205.53 — 31 Oct 2023
52 Week High
246.94 — 8 Mar 2024
Top 10 Components
Mizuho Financial Group Inc. | JP |
Tokyo Electron Ltd. | JP |
RECRUIT HOLDINGS | JP |
FORTESCUE | AU |
Fast Retailing Co. Ltd. | JP |
Nippon Yusen K.K. | JP |
Hong Kong Exchanges & Clearing | HK |
BHP GROUP LTD. | AU |
Chugai Pharmaceutical Co. Ltd. | JP |
Disco Corp. | JP |
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Low
High
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