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
317.94
-1.98 (-0.62%)
As of
CETWeek to Week Change
-0.99%
52 Week Change
23.80%
Year to Date Change
9.34%
Daily Low
317.94
Daily High
317.94
52 Week Low
252.98 — 31 May 2023
52 Week High
329.7 — 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 |
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Low
High
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