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
SA6JELRL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523669
Last Value
148.04
-0.07 (-0.05%)
As of
CETWeek to Week Change
1.57%
52 Week Change
0.80%
Year to Date Change
-5.97%
Daily Low
147.57
Daily High
148.41
52 Week Low
142.03 — 26 Oct 2023
52 Week High
165.85 — 22 Mar 2024
Top 10 Components
SOFTBANK | JP |
JAPAN POST BANK | JP |
East Japan Railway Co. | JP |
ANA HOLDINGS | JP |
Kyocera Corp. | JP |
FUJIFILM Holdings Corp. | JP |
Secom Co. Ltd. | JP |
Bridgestone Corp. | JP |
Central Japan Railway Co. | JP |
Kao Corp. | JP |
Zoom
Low
High
Featured indices
EURO STOXX® Banks ESG-X
€120.55
+0.78
1Y Return
31.03%
1Y Volatility
0.16%
iSTOXX® Europe 600 Ircantec PAB
€104.07
+1.05
1Y Return
12.54%
1Y Volatility
0.10%
iSTOXX® L&G UK Low Volatility
€426.91
+1.34
1Y Return
15.17%
1Y Volatility
0.09%
STOXX® Japan 600 ESG-X Ax Multi-Factor
€211.91
+2.76
1Y Return
17.39%
1Y Volatility
0.16%
DAX 50 ESG
$2137.56
-17.80
1Y Return
11.78%
1Y Volatility
0.15%