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
SA6JQUV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523933
Last Value
276.68
+0.09 (+0.03%)
As of CET
Week to Week Change
-1.65%
52 Week Change
-1.03%
Year to Date Change
-2.05%
Daily Low
276.68
Daily High
276.68
52 Week Low
249.99 — 5 Aug 2024
52 Week High
310.17 — 27 Sep 2024
Top 10 Components
| RECRUIT HOLDINGS | JP |
| Nintendo Co. Ltd. | JP |
| Inpex Corp. | JP |
| Tokyo Electron Ltd. | JP |
| Keyence Corp. | JP |
| Sompo Holdings | JP |
| SUBARU CORPORATION | JP |
| Makita Corp. | JP |
| Tokio Marine Holdings Inc. | JP |
| Fast Retailing Co. Ltd. | JP |
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Low
High
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