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
SA6JEMFP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523214
Last Value
210.73
+2.66 (+1.28%)
As of
CETWeek to Week Change
4.74%
52 Week Change
11.98%
Year to Date Change
6.70%
Daily Low
209.36
Daily High
211.33
52 Week Low
179.37 — 5 Aug 2024
52 Week High
221.52 — 12 Apr 2024
Top 10 Components
MS&AD Insurance Group Holdings | JP |
Inpex Corp. | JP |
Sompo Holdings | 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 |
Sekisui House Ltd. | JP |
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Low
High
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