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
SA6JEMOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523560
Last Value
282.74
+1.80 (+0.64%)
As of
CETWeek to Week Change
-1.65%
52 Week Change
24.79%
Year to Date Change
19.70%
Daily Low
282.1
Daily High
284.18
52 Week Low
226.21 — 16 Nov 2023
52 Week High
291.5 — 27 Sep 2024
Top 10 Components
Mitsubishi Corp. | JP |
Disco Corp. | JP |
Ajinomoto Co. Inc. | JP |
Mitsubishi UFJ Financial Group | JP |
MS&AD Insurance Group Holdings | JP |
Sumitomo Mitsui Financial Grou | JP |
Hitachi Ltd. | JP |
Fujikura Ltd. | JP |
OTSUKA HOLDINGS | JP |
SANWA HOLDINGS | JP |
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