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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JLRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524030
Bloomberg
SA6JLRGV INDEX
Last Value
211.27
+4.15 (+2.00%)
As of
CETWeek to Week Change
4.49%
52 Week Change
12.13%
Year to Date Change
2.33%
Daily Low
211.27
Daily High
211.27
52 Week Low
185.68 — 26 Oct 2023
52 Week High
218.12 — 22 Mar 2024
Top 10 Components
SOFTBANK | JP |
JAPAN POST BANK | JP |
Central Japan Railway Co. | JP |
Secom Co. Ltd. | JP |
ANA HOLDINGS | JP |
FUJIFILM Holdings Corp. | JP |
Bridgestone Corp. | JP |
Kyocera Corp. | JP |
Toyota Motor Corp. | JP |
Tokio Marine Holdings Inc. | JP |
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Low
High
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