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
344.74
+0.23 (+0.07%)
As of
CETWeek to Week Change
-1.31%
52 Week Change
18.90%
Year to Date Change
1.54%
Daily Low
344.74
Daily High
344.74
52 Week Low
289.94 — 1 May 2023
52 Week High
377 — 22 Mar 2024
Top 10 Components
Tokyo Electron Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
Nippon Yusen K.K. | JP |
SUBARU CORPORATION | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
RECRUIT HOLDINGS | JP |
Inpex Corp. | JP |
Nintendo Co. Ltd. | JP |
Tokio Marine Holdings Inc. | JP |
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Low
High
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