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Indices

STOXX® Japan 600 ESG-X Ax Multi-Factor

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.

Symbol
SA6JEMFZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523107
Bloomberg
SA6JEMFZ INDEX
Last Value
232.91 +3.12 (+1.36%)
As of 05:50 pm CET
Week to Week Change
0.64%
52 Week Change
10.04%
Year to Date Change
4.69%
Daily Low
232.91
Daily High
232.91
52 Week Low
205.815 Aug 2024
52 Week High
252.8527 Sep 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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