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
SA6JEVAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523248
Last Value
211.65
+0.41 (+0.19%)
As of
CETWeek to Week Change
3.19%
52 Week Change
7.17%
Year to Date Change
3.16%
Daily Low
211.65
Daily High
211.65
52 Week Low
187.28 — 5 Aug 2024
52 Week High
232.71 — 12 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
PANASONIC HOLDINGS | JP |
Chubu Electric Power Co. Inc. | JP |
SUBARU CORPORATION | JP |
SONY GROUP CORP. | JP |
Orix Corp. | JP |
RENESAS ELECTRONICS | JP |
JFE Holdings Inc. | JP |
Honda Motor Co. Ltd. | JP |
Inpex Corp. | JP |
Zoom
Low
High
Featured indices
idDAX 50 ESG NR Decrement 4.0% - EUR (Price Return)
€1457.35
+6.87
1Y Return
11.85%
1Y Volatility
0.12%
iSTOXX® L&G Developed Europe ex UK Quality - EUR (Net Return)
€462.99
+4.90
1Y Return
12.97%
1Y Volatility
0.11%
STOXX® Asia/Pacific Climate Awareness Ex Global Compact and Controversial Weapons - USD (Gross Return)
$206.11
+2.70
1Y Return
14.11%
1Y Volatility
0.20%
STOXX® Asia/Pacific 600 ESG Target - EUR (Price Return)
€191.23
-1.45
1Y Return
15.79%
1Y Volatility
0.19%
iSTOXX® L&G Japan Value - USD (Net Return)
$307.05
+0.25
1Y Return
11.00%
1Y Volatility
0.23%