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
SA6JEVAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523503
Last Value
163.53
+1.31 (+0.81%)
As of
CETWeek to Week Change
-1.86%
52 Week Change
2.33%
Year to Date Change
1.14%
Daily Low
163.09
Daily High
164.63
52 Week Low
146.16 — 5 Aug 2024
52 Week High
181.77 — 12 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
PANASONIC HOLDINGS | JP |
SUBARU CORPORATION | JP |
SONY GROUP CORP. | JP |
Chubu Electric Power Co. Inc. | JP |
Orix Corp. | JP |
RENESAS ELECTRONICS | JP |
JFE Holdings Inc. | JP |
Honda Motor Co. Ltd. | JP |
Inpex Corp. | JP |
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Low
High
Featured indices
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€130.02
-0.40
1Y Return
7.86%
1Y Volatility
0.14%
STOXX® Emerging Markets 50 ESG-X - EUR (Price Return)
€175.19
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1Y Return
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1Y Volatility
0.18%
STOXX® Emerging Markets 1500 ESG-X - EUR (Price Return)
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1Y Volatility
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iSTOXX® L&G North America Quality - USD (Net Return)
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1Y Volatility
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DAX 50 ESG+ - EUR (Price Return)
€1308.67
-4.16
1Y Return
12.30%
1Y Volatility
0.12%