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
SA6JELRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523305
Last Value
223.6
-0.35 (-0.16%)
As of CET
Week to Week Change
0.50%
52 Week Change
3.62%
Year to Date Change
-4.14%
Daily Low
223.6
Daily High
223.6
52 Week Low
213.51 — 21 Jul 2023
52 Week High
248.9 — 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
DAX ESG Target
$2218.57
+3.87
1Y Return
13.99%
1Y Volatility
0.15%
STOXX® Canada 60 ESG-X
€160.92
+0.02
1Y Return
6.55%
1Y Volatility
0.11%
STOXX® Nordic Total Market ESG-X
€258.2
+0.54
1Y Return
25.58%
1Y Volatility
0.13%
iSTOXX® L&G Developed Asia Pacific ex Japan Value
$892.74
+3.14
1Y Return
5.06%
1Y Volatility
0.14%
STOXX® Europe Low Carbon 100 Equal Weight
€316.01
-1.86
1Y Return
7.14%
1Y Volatility
0.13%