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
164.7
-1.87 (-1.12%)
As of CET
Week to Week Change
-0.49%
52 Week Change
5.73%
Year to Date Change
0.91%
Daily Low
164.7
Daily High
166.75
52 Week Low
148.72 — 5 Aug 2024
52 Week High
180.83 — 27 Sep 2024
Top 10 Components
| MS&AD Insurance Group Holdings | JP |
| Sompo Holdings | JP |
| Inpex Corp. | JP |
| Sumitomo Forestry Co. Ltd. | JP |
| Daito Trust Construction Co. L | JP |
| SANWA HOLDINGS | JP |
| Sekisui Chemical Co. Ltd. | JP |
| NITERRA | JP |
| KDDI Corp. | JP |
| AGC | JP |
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