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
SA6JEMOP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523560
Last Value
288.11
-0.34 (-0.12%)
As of
CETWeek to Week Change
4.60%
52 Week Change
27.93%
Year to Date Change
21.98%
Daily Low
287.84
Daily High
291.38
52 Week Low
224.95 — 14 Nov 2023
52 Week High
291.5 — 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 |
Zoom
Low
High
Featured indices
STOXX® Japan 600 SRI - EUR (Price Return)
€222.94
+1.07
1Y Return
21.46%
1Y Volatility
0.23%
STOXX® Europe Ex Tobacco Industry Neutral ESG 200 - EUR (Gross Return)
€284.43
+2.85
1Y Return
19.31%
1Y Volatility
0.10%
EURO STOXX® Total Market Climate Transition Benchmark - EUR (Price Return)
€129.4
-2.74
1Y Return
10.24%
1Y Volatility
0.11%
iSTOXX® APG World Multi-Factor Responsible - EUR (Price Return)
€147.1
+1.54
1Y Return
31.43%
1Y Volatility
0.12%
iSTOXX® L&G Developed Asia Pacific ex Japan Value - USD (Net Return)
$982.84
-8.23
1Y Return
23.38%
1Y Volatility
0.13%