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
SA6JEVAG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523677
Last Value
239.5
+3.78 (+1.60%)
As of
CETWeek to Week Change
0.83%
52 Week Change
19.74%
Year to Date Change
10.46%
Daily Low
239.5
Daily High
239.5
52 Week Low
198.59 — 21 Aug 2023
52 Week High
246.33 — 12 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
RENESAS ELECTRONICS | JP |
Chubu Electric Power Co. Inc. | JP |
Nissan Motor Co. Ltd. | JP |
Honda Motor Co. Ltd. | JP |
Orix Corp. | JP |
SONY GROUP CORP. | JP |
Inpex Corp. | JP |
PANASONIC HOLDINGS | JP |
Dai-ichi Life Holdings | JP |
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