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
351.44
+5.56 (+1.61%)
As of CET
Week to Week Change
4.14%
52 Week Change
19.24%
Year to Date Change
7.97%
Daily Low
351.44
Daily High
351.44
52 Week Low
293.65 — 14 Nov 2023
52 Week High
366.79 — 27 Sep 2024
Top 10 Components
| RECRUIT HOLDINGS | JP |
| Fast Retailing Co. Ltd. | JP |
| Tokyo Electron Ltd. | JP |
| Nintendo Co. Ltd. | JP |
| Chugai Pharmaceutical Co. Ltd. | JP |
| SUBARU CORPORATION | JP |
| Shin-Etsu Chemical Co. Ltd. | JP |
| Inpex Corp. | JP |
| Tokio Marine Holdings Inc. | JP |
| Keyence Corp. | JP |
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Low
High
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—
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—
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