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
SA6JESZG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539522901
Last Value
262.77
+3.38 (+1.30%)
As of
CETWeek to Week Change
0.93%
52 Week Change
10.31%
Year to Date Change
2.55%
Daily Low
262.77
Daily High
262.77
52 Week Low
233.63 — 26 Oct 2023
52 Week High
281.0299 — 12 Apr 2024
Top 10 Components
Terumo Corp. | JP |
Bridgestone Corp. | JP |
JAPAN POST BANK | JP |
Yokogawa Electric Corp. | JP |
Fukuoka Financial Group Inc. | JP |
Toyota Industries Corp. | JP |
TIS INC. | JP |
Kurita Water Industries Ltd. | JP |
USS Co. Ltd. | JP |
Brother Industries Ltd. | JP |
Zoom
Low
High
Featured indices
STOXX® Italy 45 ESG-X
€198.32
-1.88
1Y Return
19.51%
1Y Volatility
0.14%
STOXX® Europe Low Carbon 100 Equal Weight
€320.52
-3.40
1Y Return
5.39%
1Y Volatility
0.13%
EURO STOXX® 50 Low Carbon
€353.15
-3.66
1Y Return
14.42%
1Y Volatility
0.12%
ISS STOXX® Developed World Biodiversity Focus SRI
$143.53
+1.40
1Y Return
19.01%
1Y Volatility
0.10%
STOXX® Europe Ex Tobacco Industry Neutral ESG 200
€281.22
-1.79
1Y Return
12.15%
1Y Volatility
0.10%