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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JLRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524162
Last Value
321.2
-4.11 (-1.26%)
As of CET
Week to Week Change
0.53%
52 Week Change
19.91%
Year to Date Change
12.50%
Daily Low
321.2
Daily High
321.2
52 Week Low
237.63 — 7 Apr 2025
52 Week High
325.31 — 19 Feb 2026
Top 10 Components
| Toyota Industries Corp. | JP |
| Mitsubishi UFJ Financial Group | JP |
| SOFTBANK | JP |
| JAPAN POST BANK | JP |
| Keyence Corp. | JP |
| Bridgestone Corp. | JP |
| Itochu Corp. | JP |
| Secom Co. Ltd. | JP |
| MITSUBISHI HC CAPITAL | JP |
| Mitsui & Co. Ltd. | JP |
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Low
High
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