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
SA6JEMOL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523628
Last Value
229.55
-1.03 (-0.45%)
As of
CETWeek to Week Change
-1.30%
52 Week Change
26.72%
Year to Date Change
17.59%
Daily Low
229.46
Daily High
231.18
52 Week Low
174.06 — 31 Oct 2023
52 Week High
246.1 — 27 Sep 2024
Top 10 Components
Mitsubishi Corp. | JP |
Disco Corp. | JP |
Ajinomoto Co. Inc. | JP |
Hitachi Ltd. | JP |
Mitsubishi UFJ Financial Group | JP |
MS&AD Insurance Group Holdings | JP |
Sumitomo Mitsui Financial Grou | JP |
Fujikura Ltd. | JP |
OTSUKA HOLDINGS | JP |
Sumitomo Forestry Co. Ltd. | JP |
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