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
SA6JEMFR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523131
Last Value
273.64
+3.34 (+1.24%)
As of
CETWeek to Week Change
0.67%
52 Week Change
13.19%
Year to Date Change
7.79%
Daily Low
273.64
Daily High
273.64
52 Week Low
233.53 — 5 Aug 2024
52 Week High
287.47 — 12 Apr 2024
Top 10 Components
MS&AD Insurance Group Holdings | JP |
Inpex Corp. | JP |
Sompo Holdings | JP |
Sumitomo Forestry Co. Ltd. | JP |
Daito Trust Construction Co. L | JP |
SANWA HOLDINGS | JP |
Sekisui Chemical Co. Ltd. | JP |
NITERRA | JP |
KDDI Corp. | JP |
Sekisui House Ltd. | JP |
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