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
SA6JEVAZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523537
Bloomberg
SA6JEVAZ INDEX
Last Value
180.67
+2.82 (+1.59%)
As of
CETWeek to Week Change
1.48%
52 Week Change
4.04%
Year to Date Change
0.82%
Daily Low
180.67
Daily High
180.67
52 Week Low
164.41 — 5 Aug 2024
52 Week High
200 — 27 Sep 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 |
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