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
SA6JMOR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523818
Last Value
360.37
+5.12 (+1.44%)
As of
CETWeek to Week Change
1.90%
52 Week Change
29.76%
Year to Date Change
29.42%
Daily Low
360.37
Daily High
360.37
52 Week Low
274.11 — 4 Jan 2024
52 Week High
372.15 — 3 Dec 2024
Top 10 Components
Mitsubishi Heavy Industries Lt | JP |
Mitsubishi UFJ Financial Group | JP |
Hitachi Ltd. | JP |
Fujikura Ltd. | JP |
Mitsubishi Corp. | JP |
KONAMI GROUP | JP |
OTSUKA HOLDINGS | JP |
Asics Corp. | JP |
RECRUIT HOLDINGS | JP |
Ajinomoto Co. Inc. | JP |
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Low
High
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