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
289.44
-6.83 (-2.31%)
As of
CETDaily Low
289.44
Daily High
289.44
Top 10 Components
RECRUIT HOLDINGS | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Tokyo Electron Ltd. | JP |
Fast Retailing Co. Ltd. | JP |
Nintendo Co. Ltd. | JP |
SUBARU CORPORATION | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Tokio Marine Holdings Inc. | JP |
Inpex Corp. | JP |
Keyence Corp. | JP |
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