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
277.59
+0.45 (+0.16%)
As of
CETWeek to Week Change
1.96%
52 Week Change
11.24%
Year to Date Change
-0.84%
Daily Low
277.59
Daily High
277.59
52 Week Low
232.79 — 5 Aug 2024
52 Week High
299.54 — 27 Sep 2024
Top 10 Components
Mitsubishi Corp. | JP |
Ajinomoto Co. Inc. | JP |
KONAMI GROUP | JP |
Mitsubishi UFJ Financial Group | JP |
Asics Corp. | JP |
Fujikura Ltd. | JP |
Hitachi Ltd. | JP |
Sumitomo Mitsui Financial Grou | JP |
SANWA HOLDINGS | JP |
MS&AD Insurance Group Holdings | JP |
Zoom
Low
High
Featured indices
STOXX® Willis Towers Watson World Climate Transition - EUR (Price Return)
€148.59
+1.01
1Y Return
24.92%
1Y Volatility
0.13%
EURO iSTOXX® Environmental 50 Equal Weight NR Decrement 5% - EUR (Price Return)
€1946.21
+25.85
1Y Return
25.31%
1Y Volatility
0.11%
STOXX® Europe 600 ESG Target - EUR (Price Return)
€202.74
-0.80
1Y Return
11.62%
1Y Volatility
0.11%
iSTOXX® L&G Emerging Markets Quality - USD (Net Return)
$697.08
-2.53
1Y Return
12.58%
1Y Volatility
0.12%
STOXX® Asia/Pacific ESG Leaders 50 - USD (Gross Return)
$228.19
+1.07
1Y Return
—
1Y Volatility
0.16%