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
236.52
-12.16 (-4.89%)
As of
CETWeek to Week Change
-4.37%
52 Week Change
11.84%
Year to Date Change
4.10%
Daily Low
236.52
Daily High
236.52
52 Week Low
206.48 — 21 Aug 2023
52 Week High
261.82 — 12 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
RENESAS ELECTRONICS | JP |
PANASONIC HOLDINGS | JP |
Orix Corp. | JP |
Mitsui & Co. Ltd. | JP |
Honda Motor Co. Ltd. | JP |
Nissan Motor Co. Ltd. | JP |
JFE Holdings Inc. | JP |
NIPPON STEEL | JP |
TOKYO ELECTRIC POWER CO. HLDG. | JP |
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Low
High
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