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
SA6JMFGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524246
Last Value
330.55
-4.90 (-1.46%)
As of
CETWeek to Week Change
-5.05%
52 Week Change
24.05%
Year to Date Change
7.11%
Daily Low
330.55
Daily High
330.55
52 Week Low
262.3 — 28 Apr 2023
52 Week High
350.52 — 12 Apr 2024
Top 10 Components
Sumitomo Corp. | JP |
Japan Tobacco Inc. | JP |
Inpex Corp. | JP |
NIPPON STEEL | JP |
Sekisui House Ltd. | JP |
Sumitomo Forestry Co. Ltd. | JP |
KDDI Corp. | JP |
Daito Trust Construction Co. L | JP |
AGC | JP |
NITERRA | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€317.08
+0.24
1Y Return
13.03%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€701.47
+0.32
1Y Return
28.53%
1Y Volatility
0.12%
STOXX® Global 1800 Ax Momentum
$388.74
+0.24
1Y Return
46.88%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$376.98
+0.79
1Y Return
41.25%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€205.89
-0.92
1Y Return
10.54%
1Y Volatility
0.12%