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
381.49
+1.35 (+0.36%)
As of
CETWeek to Week Change
-0.63%
52 Week Change
17.08%
Year to Date Change
12.36%
Daily Low
381.49
Daily High
381.49
52 Week Low
315.77 — 5 Aug 2024
52 Week High
387.5299 — 3 Dec 2024
Top 10 Components
Nintendo Co. Ltd. | JP |
RECRUIT HOLDINGS | JP |
Tokyo Electron Ltd. | JP |
Sompo Holdings | JP |
SUBARU CORPORATION | JP |
Keyence Corp. | JP |
Inpex Corp. | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Tokio Marine Holdings Inc. | JP |
Fast Retailing Co. Ltd. | JP |
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