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
SA6JEMOG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539522885
Last Value
348.2
+2.01 (+0.58%)
As of
CETWeek to Week Change
2.14%
52 Week Change
25.56%
Year to Date Change
17.71%
Daily Low
348.2
Daily High
348.2
52 Week Low
271.89 — 17 Jul 2023
52 Week High
365.12 — 12 Apr 2024
Top 10 Components
Disco Corp. | JP |
Mitsubishi Corp. | JP |
Mitsubishi UFJ Financial Group | JP |
Ajinomoto Co. Inc. | JP |
Toyota Motor Corp. | JP |
MS&AD Insurance Group Holdings | JP |
Sumitomo Mitsui Financial Grou | JP |
Hitachi Ltd. | JP |
Toyota Tsusho Corp. | JP |
NIPPON SANSO HOLDINGS | JP |
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