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
SA6JEVAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523099
Last Value
141.53
+2.11 (+1.51%)
As of
CETWeek to Week Change
3.41%
52 Week Change
12.78%
Year to Date Change
5.90%
Daily Low
139.89
Daily High
141.53
52 Week Low
121.44 — 4 Oct 2023
52 Week High
148.46 — 22 Mar 2024
Top 10 Components
Central Japan Railway Co. | JP |
RENESAS ELECTRONICS | JP |
Chubu Electric Power Co. Inc. | JP |
Nissan Motor Co. Ltd. | JP |
Honda Motor Co. Ltd. | JP |
Orix Corp. | JP |
SONY GROUP CORP. | JP |
Inpex Corp. | JP |
PANASONIC HOLDINGS | JP |
Dai-ichi Life Holdings | JP |
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