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
SA6JESZP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523701
Last Value
208.82
+2.56 (+1.24%)
As of
CETWeek to Week Change
0.97%
52 Week Change
4.31%
Year to Date Change
3.07%
Daily Low
207.42
Daily High
208.97
52 Week Low
179.3899 — 5 Aug 2024
52 Week High
221.25 — 22 Mar 2024
Top 10 Components
Terumo Corp. | JP |
Bridgestone Corp. | JP |
JAPAN POST BANK | JP |
Yokogawa Electric Corp. | JP |
TIS INC. | JP |
Japan Metropolitan Fund Invest | JP |
Fukuoka Financial Group Inc. | JP |
USS Co. Ltd. | JP |
Kurita Water Industries Ltd. | JP |
Toyota Industries Corp. | JP |
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