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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JVAL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523230
Last Value
137.49
-0.06 (-0.04%)
As of CET
Week to Week Change
0.51%
52 Week Change
1.39%
Year to Date Change
-1.97%
Daily Low
136.86
Daily High
137.91
52 Week Low
128.88 — 5 Aug 2024
52 Week High
156.19 — 22 Mar 2024
Top 10 Components
| Central Japan Railway Co. | JP |
| PANASONIC HOLDINGS | JP |
| SUBARU CORPORATION | JP |
| JFE Holdings Inc. | JP |
| RENESAS ELECTRONICS | JP |
| Orix Corp. | JP |
| SONY GROUP CORP. | JP |
| NIPPON STEEL | JP |
| MS&AD Insurance Group Holdings | JP |
| Honda Motor Co. Ltd. | JP |
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High
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