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
335.46
+5.38 (+1.63%)
As of
CETWeek to Week Change
0.78%
52 Week Change
20.42%
Year to Date Change
3.06%
Daily Low
335.46
Daily High
335.46
52 Week Low
278.58 — 1 May 2023
52 Week High
361.4 — 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 |
Zoom
Low
High
Featured indices
EURO STOXX 50® ESG
€205.75
+0.73
1Y Return
17.57%
1Y Volatility
0.12%
DAX 50 ESG
€2451.66
+9.94
1Y Return
11.89%
1Y Volatility
0.12%
STOXX® Europe 600 ESG-X
€187.98
+0.80
1Y Return
8.21%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
$374.41
+5.04
1Y Return
25.72%
1Y Volatility
0.12%
STOXX® Global ESG Leaders
$152.61
+1.74
1Y Return
7.68%
1Y Volatility
0.14%