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
SA6JEMOZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539522943
Bloomberg
SA6JEMOZ INDEX
Last Value
281.2
-10.86 (-3.72%)
As of
CETWeek to Week Change
-4.59%
52 Week Change
21.19%
Year to Date Change
15.02%
Daily Low
281.2
Daily High
281.2
52 Week Low
217.74 — 31 Oct 2023
52 Week High
301.38 — 11 Jul 2024
Top 10 Components
Mitsubishi Corp. | JP |
Disco Corp. | JP |
Mitsubishi UFJ Financial Group | JP |
Ajinomoto Co. Inc. | JP |
Toyota Motor Corp. | JP |
MS&AD Insurance Group Holdings | JP |
Sumitomo Mitsui Financial Grou | JP |
Hitachi Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
Toyota Tsusho Corp. | JP |
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