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
170.99
-0.31 (-0.18%)
As of
CETWeek to Week Change
0.33%
52 Week Change
15.38%
Year to Date Change
4.77%
Daily Low
170.45
Daily High
171.99
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 |
Sekisui Chemical Co. Ltd. | JP |
NITERRA | JP |
Sojitz Corp. | JP |
JAPAN POST HOLDINGS | JP |
AGC | JP |
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