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
224.29
+1.79 (+0.80%)
As of
CETWeek to Week Change
-0.79%
52 Week Change
5.33%
Year to Date Change
3.45%
Daily Low
224.29
Daily High
224.29
52 Week Low
198.28 — 5 Aug 2024
52 Week High
246.33 — 12 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
SUBARU CORPORATION | JP |
MS&AD Insurance Group Holdings | JP |
PANASONIC HOLDINGS | JP |
NIPPON STEEL | JP |
RENESAS ELECTRONICS | JP |
SONY GROUP CORP. | JP |
Chubu Electric Power Co. Inc. | JP |
Honda Motor Co. Ltd. | JP |
Orix Corp. | JP |
Zoom
Low
High
Featured indices
iSTOXX® L&G Japan Quality - USD (Net Return)
$322.36
-1.73
1Y Return
5.44%
1Y Volatility
0.24%
DAX ESG Target - EUR (Total Return)
€3400.74
+6.71
1Y Return
28.64%
1Y Volatility
0.12%
iSTOXX® L&G UK Multi-Factor - GBP (Net Return)
€488.68
-1.17
1Y Return
20.78%
1Y Volatility
0.10%
STOXX® USA 500 ESG Broad Market - EUR (Price Return)
€578.38
-2.51
1Y Return
26.24%
1Y Volatility
0.15%
STOXX® USA 900 ESG-X Ax Value - EUR (Price Return)
€338.64
-2.47
1Y Return
15.44%
1Y Volatility
0.15%