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
SA6JQUL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539524121
Last Value
238.5
+2.07 (+0.88%)
As of CET
Week to Week Change
2.59%
52 Week Change
16.63%
Year to Date Change
6.44%
Daily Low
235.83
Daily High
239.08
52 Week Low
188.51 — 26 Oct 2023
52 Week High
246.16 — 8 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
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€312.17
+1.50
1Y Return
10.25%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
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1Y Return
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1Y Volatility
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STOXX® Global 1800 Ax Momentum
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STOXX® Global 1800 ESG-X Ax Momentum
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STOXX® Europe 600 Ax Size
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1Y Return
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1Y Volatility
0.12%