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
SA6JMOGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523727
Bloomberg
SA6JMOGV INDEX
Last Value
298.53
+6.23 (+2.13%)
As of
CETWeek to Week Change
1.85%
52 Week Change
26.18%
Year to Date Change
24.24%
Daily Low
298.53
Daily High
298.53
52 Week Low
215.01 — 4 Oct 2023
52 Week High
304.24 — 17 Jul 2024
Top 10 Components
Mitsubishi Heavy Industries Lt | JP |
Mitsubishi Corp. | JP |
Hitachi Ltd. | JP |
Mitsubishi UFJ Financial Group | JP |
OTSUKA HOLDINGS | JP |
Fujikura Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
MS&AD Insurance Group Holdings | JP |
Orix Corp. | JP |
Toyota Motor Corp. | JP |
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Low
High
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