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
155.31
+0.20 (+0.13%)
As of
CETWeek to Week Change
2.20%
52 Week Change
7.44%
Year to Date Change
-1.35%
Daily Low
154.59
Daily High
155.61
52 Week Low
142.45 — 5 Aug 2024
52 Week High
167.35 — 27 Sep 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 |
Tokio Marine Holdings Inc. | JP |
Kyocera Corp. | JP |
Central Japan Railway Co. | JP |
Bridgestone Corp. | JP |
Zoom
Low
High
Featured indices
iSTOXX® Europe 600 BDFG ESG - EUR (Price Return)
€1180.33
-5.79
1Y Return
—
1Y Volatility
—
STOXX® Nordic 30 ESG-X - EUR (Price Return)
€208.85
-0.51
1Y Return
5.30%
1Y Volatility
0.13%
DAX ESG Target - EUR (Price Return)
€2101.8
-0.87
1Y Return
17.11%
1Y Volatility
0.12%
STOXX® Global ESG Leaders Diversification Select 50 EUR - EUR (Gross Return)
€575.67
+1.35
1Y Return
22.37%
1Y Volatility
0.08%
STOXX® Global 1800 ESG Target - EUR (Price Return)
€325.86
-0.60
1Y Return
26.42%
1Y Volatility
0.11%