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
224.46
+0.43 (+0.19%)
As of
CETWeek to Week Change
3.20%
52 Week Change
7.58%
Year to Date Change
3.52%
Daily Low
224.46
Daily High
224.46
52 Week Low
198.28 — 5 Aug 2024
52 Week High
246.33 — 12 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
Chubu Electric Power Co. Inc. | JP |
PANASONIC HOLDINGS | JP |
SUBARU CORPORATION | JP |
Orix Corp. | JP |
SONY GROUP CORP. | JP |
JFE Holdings Inc. | JP |
RENESAS ELECTRONICS | JP |
Honda Motor Co. Ltd. | JP |
Inpex Corp. | JP |
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High
Featured indices
iSTOXX® L&G Japan Multi-Factor ESG - USD (Net Return)
$342.7
+1.00
1Y Return
25.14%
1Y Volatility
0.23%
iSTOXX® L&G Emerging Markets Low Volatility - USD (Net Return)
$685.9
-0.54
1Y Return
23.18%
1Y Volatility
0.12%
STOXX® Japan 600 ESG-X Ax Quality - EUR (Price Return)
€284.17
-4.05
1Y Return
15.62%
1Y Volatility
0.23%
EURO iSTOXX® 50 ESG Focus GR Decrement 5% - EUR (Price Return)
€168.06
-1.72
1Y Return
14.68%
1Y Volatility
0.12%
STOXX® North America ESG-X Select Dividend 40 - EUR (Price Return)
€253.41
-0.30
1Y Return
35.83%
1Y Volatility
0.13%