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
SA6JQUR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524089
Last Value
416.56
+0.07 (+0.02%)
As of CET
Week to Week Change
1.07%
52 Week Change
23.33%
Year to Date Change
10.55%
Daily Low
416.56
Daily High
416.56
52 Week Low
337.76 — 22 Apr 2025
52 Week High
423.19 — 27 Feb 2026
Top 10 Components
| Tokio Marine Holdings Inc. | JP |
| Tokyo Electron Ltd. | JP |
| Advantest Corp. | JP |
| Inpex Corp. | JP |
| Hoya Corp. | JP |
| Keyence Corp. | JP |
| RECRUIT HOLDINGS | JP |
| Asics Corp. | JP |
| Makita Corp. | JP |
| Shionogi & Co. Ltd. | JP |
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Low
High
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