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
SA6JLRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524006
Last Value
234.47
-1.00 (-0.42%)
As of CET
Week to Week Change
1.02%
52 Week Change
17.75%
Year to Date Change
20.41%
Daily Low
234.47
Daily High
234.47
52 Week Low
185.93 — 7 Apr 2025
52 Week High
240.64 — 16 Sep 2025
Top 10 Components
| SOFTBANK | JP |
| Mitsubishi UFJ Financial Group | JP |
| Keyence Corp. | JP |
| Bridgestone Corp. | JP |
| Secom Co. Ltd. | JP |
| JAPAN POST BANK | JP |
| ANA HOLDINGS | JP |
| Itochu Corp. | JP |
| Toyota Industries Corp. | JP |
| MITSUBISHI HC CAPITAL | JP |
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