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
SA6JEQUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523826
Last Value
276.34
+2.28 (+0.83%)
As of
CETWeek to Week Change
-0.17%
52 Week Change
10.78%
Year to Date Change
2.73%
Daily Low
276.34
Daily High
276.34
52 Week Low
249.45 — 20 Nov 2023
52 Week High
309.66 — 27 Sep 2024
Top 10 Components
RECRUIT HOLDINGS | JP |
Fast Retailing Co. Ltd. | JP |
Tokyo Electron Ltd. | JP |
Nintendo Co. Ltd. | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
SUBARU CORPORATION | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Inpex Corp. | JP |
Tokio Marine Holdings Inc. | JP |
Keyence Corp. | JP |
Zoom
Low
High
Featured indices
STOXX® Europe Low Carbon Select 50 - EUR (Gross Return)
€509.99
+0.29
1Y Return
19.65%
1Y Volatility
0.09%
iSTOXX® Univest World Factor - EUR (Price Return)
€105.87
-0.91
1Y Return
—
1Y Volatility
—
STOXX® North America ESG-X Select Dividend 40 - EUR (Price Return)
€257.6
+3.06
1Y Return
35.79%
1Y Volatility
0.13%
iSTOXX® Transatlantic ESG 100 - EUR (Price Return)
€4236.74
-3.35
1Y Return
27.36%
1Y Volatility
0.13%
STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco - EUR (Gross Return)
€257.86
+0.02
1Y Return
14.29%
1Y Volatility
0.11%