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
SA6JEQUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523388
Last Value
358.61
-2.88 (-0.80%)
As of
CETWeek to Week Change
-0.94%
52 Week Change
13.90%
Year to Date Change
5.62%
Daily Low
358.61
Daily High
358.61
52 Week Low
314.85 — 20 Nov 2023
52 Week High
383.62 — 27 Sep 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Fast Retailing Co. Ltd. | JP |
Tokyo Electron Ltd. | JP |
Nintendo Co. Ltd. | JP |
SUBARU CORPORATION | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Tokio Marine Holdings Inc. | JP |
Inpex Corp. | JP |
Keyence Corp. | JP |
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