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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JELRG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523404
Last Value
252.48
+1.63 (+0.65%)
As of
CETWeek to Week Change
1.33%
52 Week Change
5.69%
Year to Date Change
3.29%
Daily Low
252.48
Daily High
252.48
52 Week Low
223.4 — 5 Aug 2024
52 Week High
260.9 — 22 Mar 2024
Top 10 Components
SOFTBANK | JP |
JAPAN POST BANK | JP |
Secom Co. Ltd. | JP |
ANA HOLDINGS | JP |
Toyota Motor Corp. | JP |
FUJIFILM Holdings Corp. | JP |
Kyocera Corp. | JP |
Tokio Marine Holdings Inc. | JP |
Bridgestone Corp. | JP |
Central Japan Railway Co. | JP |
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