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
SA6JEQUL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523065
Last Value
224.93
+0.16 (+0.07%)
As of
CETWeek to Week Change
1.07%
52 Week Change
12.58%
Year to Date Change
0.42%
Daily Low
224.62
Daily High
225.64
52 Week Low
188.45 — 26 Oct 2023
52 Week High
247.78 — 8 Mar 2024
Top 10 Components
Tokyo Electron Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
SUBARU CORPORATION | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
RECRUIT HOLDINGS | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
LASERTEC | JP |
Nintendo Co. Ltd. | JP |
Tokio Marine Holdings Inc. | JP |
Inpex Corp. | JP |
Zoom
Low
High
Featured indices
ISS STOXX® Developed World ESG Climbers
$1303.88
+2.36
1Y Return
—
1Y Volatility
—
STOXX® China A 900 Large ESG
€121.58
+0.72
1Y Return
-6.00%
1Y Volatility
0.13%
STOXX® Global 3000 ESG-X
€307.57
-0.70
1Y Return
19.93%
1Y Volatility
0.09%
STOXX® USA 500 Paris-Aligned Benchmark
€241.23
-1.85
1Y Return
21.42%
1Y Volatility
0.12%
STOXX® North America 600 SRI
€428.18
-0.19
1Y Return
23.20%
1Y Volatility
0.12%