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
SA6JELRZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523321
Bloomberg
SA6JELRZ INDEX
Last Value
199.34
+2.38 (+1.21%)
As of
CETWeek to Week Change
0.70%
52 Week Change
2.97%
Year to Date Change
-1.33%
Daily Low
199.34
Daily High
199.34
52 Week Low
185.24 — 5 Aug 2024
52 Week High
219.22 — 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
STOXX® North America Climate Awareness Ex Global Compact and Controversial Weapons - USD (Gross Return)
$500.81
+1.17
1Y Return
29.89%
1Y Volatility
0.12%
EURO STOXX® ESG-X & Ex Nuclear Power Momentum - EUR (Gross Return)
€383.8
-3.02
1Y Return
13.52%
1Y Volatility
0.12%
DAX ESG Screened - EUR (Net Return)
€1542.54
+5.81
1Y Return
17.75%
1Y Volatility
0.12%
STOXX® USA 900 ESG-X Ax Momentum - EUR (Price Return)
€731.73
-0.96
1Y Return
65.73%
1Y Volatility
0.19%
idDAX 50 ESG NR Decrement 4.0% - EUR (Price Return)
€1457.35
+6.87
1Y Return
11.85%
1Y Volatility
0.12%