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
224.53
-3.74 (-1.64%)
As of CET
Week to Week Change
-1.04%
52 Week Change
19.30%
Year to Date Change
15.01%
Daily Low
224.28
Daily High
227.44
52 Week Low
185.86 — 5 Dec 2023
52 Week High
246.1 — 27 Sep 2024
Top 10 Components
| Mitsubishi Corp. | JP |
| Disco Corp. | JP |
| Ajinomoto Co. Inc. | JP |
| Mitsubishi UFJ Financial Group | JP |
| MS&AD Insurance Group Holdings | JP |
| Sumitomo Mitsui Financial Grou | JP |
| Hitachi Ltd. | JP |
| Fujikura Ltd. | JP |
| OTSUKA HOLDINGS | JP |
| SANWA HOLDINGS | JP |
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Low
High
Featured indices
iSTOXX® L&G Global Multi-Factor ESG - USD (Net Return)
$710.69
+2.39
1Y Return
26.90%
1Y Volatility
0.10%
EURO STOXX® Sustainability - EUR (Net Return)
€298.36
-0.95
1Y Return
10.75%
1Y Volatility
0.12%
STOXX® Developed Markets Total Market Mid ESG-X - EUR (Price Return)
€281.22
-0.54
1Y Return
23.40%
1Y Volatility
0.11%
STOXX® USA 900 ESG-X - EUR (Price Return)
€536.86
+2.07
1Y Return
—
1Y Volatility
0.15%
STOXX® PSBC China A ESG - CNY (Gross Return)
€153.76
-4.96
1Y Return
6.47%
1Y Volatility
0.19%