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
SA6JMFR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524238
Last Value
300.19
+1.59 (+0.53%)
As of
CETWeek to Week Change
3.24%
52 Week Change
11.90%
Year to Date Change
3.23%
Daily Low
300.19
Daily High
300.19
52 Week Low
262.22 — 21 Aug 2023
52 Week High
329.7 — 12 Apr 2024
Top 10 Components
Japan Tobacco Inc. | JP |
Sumitomo Corp. | JP |
NIPPON STEEL | JP |
Sekisui House Ltd. | JP |
Inpex Corp. | JP |
Sumitomo Forestry Co. Ltd. | JP |
KDDI Corp. | JP |
Daito Trust Construction Co. L | JP |
Sompo Holdings | JP |
NITERRA | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€722.99
+4.24
1Y Return
24.45%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$421.46
+4.07
1Y Return
49.53%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$407.75
+3.96
1Y Return
45.75%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%