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
SA6JEMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539522869
Last Value
349.91
+4.31 (+1.25%)
As of
CETWeek to Week Change
5.54%
52 Week Change
29.54%
Year to Date Change
23.41%
Daily Low
349.91
Daily High
349.91
52 Week Low
269.8 — 14 Nov 2023
52 Week High
354.8 — 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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