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
SA6JEMOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523560
Last Value
286.11
-4.29 (-1.48%)
As of
CETWeek to Week Change
2.05%
52 Week Change
30.04%
Year to Date Change
21.13%
Daily Low
284
Daily High
288.89
52 Week Low
218.04 — 31 Oct 2023
52 Week High
290.4 — 11 Jul 2024
Top 10 Components
Disco Corp. | JP |
Mitsubishi Corp. | JP |
Mitsubishi UFJ Financial Group | JP |
Ajinomoto Co. Inc. | JP |
Toyota Motor Corp. | JP |
MS&AD Insurance Group Holdings | JP |
Sumitomo Mitsui Financial Grou | JP |
Hitachi Ltd. | JP |
Toyota Tsusho Corp. | JP |
Sumitomo Forestry Co. Ltd. | JP |
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Low
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