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
SA6JQUGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524220
Last Value
374
+0.65 (+0.17%)
As of
CETWeek to Week Change
0.93%
52 Week Change
8.53%
Year to Date Change
-1.84%
Daily Low
374
Daily High
374
52 Week Low
315.0899 — 5 Aug 2024
52 Week High
388.81 — 3 Dec 2024
Top 10 Components
Nintendo Co. Ltd. | JP |
RECRUIT HOLDINGS | JP |
Inpex Corp. | JP |
Tokyo Electron Ltd. | JP |
Sompo Holdings | JP |
SUBARU CORPORATION | JP |
Keyence Corp. | JP |
Makita Corp. | JP |
CAPCOM | JP |
Tokio Marine Holdings Inc. | JP |
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