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
SA6JEMFL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523750
Last Value
172.08
+0.46 (+0.27%)
As of
CETWeek to Week Change
-1.16%
52 Week Change
15.27%
Year to Date Change
5.43%
Daily Low
171.82
Daily High
173.81
52 Week Low
144.07 — 31 May 2023
52 Week High
178.15 — 22 Mar 2024
Top 10 Components
Inpex Corp. | JP |
Tokyo Gas Co. Ltd. | JP |
Sekisui House Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
Daito Trust Construction Co. L | JP |
NITERRA | JP |
Sojitz Corp. | JP |
Sekisui Chemical Co. Ltd. | JP |
JAPAN POST HOLDINGS | JP |
AGC | JP |
Zoom
Low
High
Featured indices
STOXX® USA 900 ESG-X Ax Multi-Factor
€599.54
+7.69
1Y Return
42.69%
1Y Volatility
0.14%
iSTOXX® L&G Emerging Markets Multi-Factor
$839.63
+12.26
1Y Return
26.03%
1Y Volatility
0.12%
STOXX® Singapore 75 ESG-X
€128.82
+0.65
1Y Return
1.24%
1Y Volatility
0.10%
STOXX® USA 900 ESG Broad Market
€472.85
+1.67
1Y Return
28.59%
1Y Volatility
0.12%
STOXX® Europe 600 ESG+
€141.86
-0.46
1Y Return
12.28%
1Y Volatility
0.10%