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
366.18
-4.27 (-1.15%)
As of CET
Week to Week Change
3.25%
52 Week Change
21.78%
Year to Date Change
7.67%
Daily Low
366.18
Daily High
366.18
52 Week Low
296.44 — 26 Oct 2023
52 Week High
375.25 — 22 Mar 2024
Top 10 Components
| Tokyo Electron Ltd. | JP |
| RECRUIT HOLDINGS | JP |
| Fast Retailing Co. Ltd. | JP |
| Chugai Pharmaceutical Co. Ltd. | JP |
| SUBARU CORPORATION | JP |
| Shin-Etsu Chemical Co. Ltd. | JP |
| Nintendo Co. Ltd. | JP |
| Inpex Corp. | JP |
| Makita Corp. | JP |
| Nitto Denko Corp. | JP |
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Low
High
Featured indices
STOXX® International Equity Factor
€312.17
+1.50
1Y Return
10.25%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€722.58
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1Y Return
24.49%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$395.67
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1Y Return
40.04%
1Y Volatility
0.14%
STOXX® Global 1800 ESG-X Ax Momentum
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-0.52
1Y Return
42.63%
1Y Volatility
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STOXX® Europe 600 Ax Size
€203.43
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1Y Return
7.84%
1Y Volatility
0.12%