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
SA6JEQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523073
Last Value
342.68
-0.92 (-0.27%)
As of
CETWeek to Week Change
-2.25%
52 Week Change
16.85%
Year to Date Change
5.28%
Daily Low
342.68
Daily High
342.68
52 Week Low
283.79 — 31 Oct 2023
52 Week High
361.4 — 22 Mar 2024
Top 10 Components
Fast Retailing Co. Ltd. | JP |
Tokyo Electron Ltd. | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
SUBARU CORPORATION | JP |
RECRUIT HOLDINGS | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Tokio Marine Holdings Inc. | JP |
Nintendo Co. Ltd. | JP |
Inpex Corp. | JP |
Daito Trust Construction Co. L | JP |
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