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
SA6JEMFZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523107
Bloomberg
SA6JEMFZ INDEX
Last Value
232.91
+3.12 (+1.36%)
As of
CETWeek to Week Change
0.64%
52 Week Change
10.04%
Year to Date Change
4.69%
Daily Low
232.91
Daily High
232.91
52 Week Low
205.81 — 5 Aug 2024
52 Week High
252.85 — 27 Sep 2024
Top 10 Components
MS&AD Insurance Group Holdings | JP |
Sompo Holdings | JP |
Inpex Corp. | JP |
Sumitomo Forestry Co. Ltd. | JP |
Daito Trust Construction Co. L | JP |
SANWA HOLDINGS | JP |
Sekisui Chemical Co. Ltd. | JP |
NITERRA | JP |
KDDI Corp. | JP |
AGC | JP |
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Low
High
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