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
SA6JMFP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539524311
Last Value
235.79
-2.54 (-1.07%)
As of
CETWeek to Week Change
0.26%
52 Week Change
14.59%
Year to Date Change
4.72%
Daily Low
235.79
Daily High
238.26
52 Week Low
203.15 — 17 Jul 2023
52 Week High
252.88 — 12 Apr 2024
Top 10 Components
Sumitomo Corp. | JP |
Japan Tobacco Inc. | JP |
NIPPON STEEL | JP |
Inpex Corp. | JP |
Sekisui House Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
KDDI Corp. | JP |
Daito Trust Construction Co. L | JP |
Sompo Holdings | JP |
AGC | JP |
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Low
High
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