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
SA6JESZZ
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523479
Bloomberg
SA6JESZZ INDEX
Last Value
217.65
-3.05 (-1.38%)
As of
CETWeek to Week Change
-1.71%
52 Week Change
5.03%
Year to Date Change
2.78%
Daily Low
217.65
Daily High
217.65
52 Week Low
190.37 — 5 Aug 2024
52 Week High
233.72 — 27 Sep 2024
Top 10 Components
Bridgestone Corp. | JP |
Terumo Corp. | JP |
JAPAN POST BANK | JP |
Yokogawa Electric Corp. | JP |
TIS INC. | JP |
Fukuoka Financial Group Inc. | JP |
Toyota Industries Corp. | JP |
USS Co. Ltd. | JP |
Kurita Water Industries Ltd. | JP |
Japan Metropolitan Fund Invest | JP |
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