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
SA6JMOV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523719
Last Value
290.97
+4.45 (+1.55%)
As of
CETWeek to Week Change
0.66%
52 Week Change
32.90%
Year to Date Change
26.44%
Daily Low
290.97
Daily High
290.97
52 Week Low
205.98 — 4 Oct 2023
52 Week High
290.97 — 17 Jul 2024
Top 10 Components
Mitsubishi Corp. | JP |
Disco Corp. | JP |
Mitsubishi Heavy Industries Lt | JP |
Hitachi Ltd. | JP |
Mitsubishi UFJ Financial Group | JP |
Orix Corp. | JP |
Toyota Motor Corp. | JP |
Sumitomo Forestry Co. Ltd. | JP |
Fujikura Ltd. | JP |
Ajinomoto Co. Inc. | JP |
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Low
High
Featured indices
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0.11%
STOXX® U.S. Equity Factor
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STOXX® Global 1800 Ax Momentum
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STOXX® Europe 600 Ax Size
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0.12%