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
SA6JMFL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523974
Last Value
199.32
-0.16 (-0.08%)
As of
CETWeek to Week Change
-0.61%
52 Week Change
20.25%
Year to Date Change
7.11%
Daily Low
197.91
Daily High
199.37
52 Week Low
160.21 — 31 May 2023
52 Week High
203.32 — 8 Mar 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 |
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