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
SA6JQUL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539524121
Last Value
225.74
-1.23 (-0.54%)
As of
CETWeek to Week Change
-2.16%
52 Week Change
0.38%
Year to Date Change
-2.31%
Daily Low
225.01
Daily High
226.93
52 Week Low
206.23 — 5 Aug 2024
52 Week High
254.22 — 27 Sep 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Nintendo Co. Ltd. | JP |
Inpex Corp. | JP |
Tokyo Electron Ltd. | JP |
Keyence Corp. | JP |
Sompo Holdings | JP |
SUBARU CORPORATION | JP |
Makita Corp. | JP |
Tokio Marine Holdings Inc. | JP |
Fast Retailing Co. Ltd. | JP |
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Low
High
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