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
SA6JVAGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523396
Last Value
246.08
+0.17 (+0.07%)
As of
CETWeek to Week Change
-0.74%
52 Week Change
30.04%
Year to Date Change
8.31%
Daily Low
246.08
Daily High
246.08
52 Week Low
189.24 — 1 May 2023
52 Week High
261.82 — 12 Apr 2024
Top 10 Components
Mitsui & Co. Ltd. | JP |
Central Japan Railway Co. | JP |
RENESAS ELECTRONICS | JP |
TOKYO ELECTRIC POWER CO. HLDG. | JP |
Inpex Corp. | JP |
Nissan Motor Co. Ltd. | JP |
Honda Motor Co. Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
JFE Holdings Inc. | JP |
Idemitsu Kosan Co. Ltd. | JP |
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Low
High
Featured indices
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€317.08
+0.24
1Y Return
13.03%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
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1Y Return
28.53%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$388.74
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1Y Return
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1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
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1Y Volatility
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STOXX® Europe 600 Ax Size
€205.89
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1Y Return
10.54%
1Y Volatility
0.12%