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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JEQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523073
Last Value
334.08
+1.69 (+0.51%)
As of
CETWeek to Week Change
-0.09%
52 Week Change
15.44%
Year to Date Change
2.64%
Daily Low
334.08
Daily High
334.08
52 Week Low
283.79 — 31 Oct 2023
52 Week High
361.4 — 22 Mar 2024
Top 10 Components
Tokyo Electron Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
Nippon Yusen K.K. | JP |
SUBARU CORPORATION | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
RECRUIT HOLDINGS | JP |
Nintendo Co. Ltd. | JP |
Inpex Corp. | JP |
Tokio Marine Holdings Inc. | JP |
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Low
High
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