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
SA6JQUGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524253
Bloomberg
SA6JQUGV INDEX
Last Value
301.69
-2.67 (-0.88%)
As of
CETWeek to Week Change
3.97%
52 Week Change
18.70%
Year to Date Change
7.34%
Daily Low
301.69
Daily High
301.69
52 Week Low
236.03 — 26 Oct 2023
52 Week High
308.91 — 8 Mar 2024
Top 10 Components
Fast Retailing Co. Ltd. | JP |
RECRUIT HOLDINGS | JP |
Chugai Pharmaceutical Co. Ltd. | JP |
Tokyo Electron Ltd. | JP |
SUBARU CORPORATION | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Makita Corp. | JP |
Nintendo Co. Ltd. | JP |
Inpex Corp. | JP |
Nippon Yusen K.K. | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€722.99
+4.24
1Y Return
24.45%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$421.46
+4.07
1Y Return
49.53%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$407.75
+3.96
1Y Return
45.75%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%