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
SA6JEMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523123
Last Value
277.83
+4.81 (+1.76%)
As of
CETWeek to Week Change
0.60%
52 Week Change
23.09%
Year to Date Change
18.56%
Daily Low
277.83
Daily High
277.83
52 Week Low
222.91 — 5 Dec 2023
52 Week High
299.54 — 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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