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
SA6JEQUZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539522935
Bloomberg
SA6JEQUZ INDEX
Last Value
311.78
-2.35 (-0.75%)
As of CET
Week to Week Change
1.09%
52 Week Change
22.90%
Year to Date Change
11.11%
Daily Low
311.78
Daily High
311.78
52 Week Low
235.67 — 26 Oct 2023
52 Week High
314.13 — 28 Aug 2024
Top 10 Components
| Tokyo Electron Ltd. | JP |
| RECRUIT HOLDINGS | JP |
| Fast Retailing Co. Ltd. | JP |
| Chugai Pharmaceutical Co. Ltd. | JP |
| SUBARU CORPORATION | JP |
| Nintendo Co. Ltd. | JP |
| Shin-Etsu Chemical Co. Ltd. | JP |
| Keyence Corp. | JP |
| Inpex Corp. | JP |
| Tokio Marine Holdings Inc. | JP |
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Low
High
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1Y Return
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1Y Volatility
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