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
SA6JESZV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523412
Last Value
207.97
+1.14 (+0.55%)
As of
CETWeek to Week Change
4.20%
52 Week Change
13.24%
Year to Date Change
2.62%
Daily Low
207.97
Daily High
207.97
52 Week Low
181.84 — 5 Aug 2024
52 Week High
222.96 — 27 Sep 2024
Top 10 Components
Bridgestone Corp. | JP |
Terumo Corp. | JP |
JAPAN POST BANK | JP |
Yokogawa Electric Corp. | JP |
TIS INC. | JP |
Fukuoka Financial Group Inc. | JP |
Kurita Water Industries Ltd. | JP |
Toyota Industries Corp. | JP |
USS Co. Ltd. | JP |
Japan Metropolitan Fund Invest | JP |
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