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
SA6JLRP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523917
Last Value
208.62
-3.12 (-1.47%)
As of CET
Week to Week Change
-0.12%
52 Week Change
4.59%
Year to Date Change
4.10%
Daily Low
208.35
Daily High
210.62
52 Week Low
178.16 — 7 Apr 2025
52 Week High
211.89 — 16 Sep 2025
Top 10 Components
| SOFTBANK | JP |
| Mitsubishi UFJ Financial Group | JP |
| Keyence Corp. | JP |
| Bridgestone Corp. | JP |
| Secom Co. Ltd. | JP |
| JAPAN POST BANK | JP |
| Itochu Corp. | JP |
| ANA HOLDINGS | JP |
| Toyota Industries Corp. | JP |
| MITSUBISHI HC CAPITAL | JP |
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