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
SA6JEMOL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523628
Last Value
222.74
+0.56 (+0.25%)
As of
CETWeek to Week Change
1.43%
52 Week Change
21.79%
Year to Date Change
14.10%
Daily Low
221.94
Daily High
223.04
52 Week Low
174.06 — 31 Oct 2023
52 Week High
237.46 — 8 Mar 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 |
NIPPON SANSO HOLDINGS | JP |
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Low
High
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