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
274.59
-8.52 (-3.01%)
As of CET
Week to Week Change
-2.52%
52 Week Change
11.61%
Year to Date Change
1.94%
Daily Low
274.59
Daily High
274.59
52 Week Low
226.28 — 26 Oct 2023
52 Week High
296.02 — 8 Mar 2024
Top 10 Components
| Tokyo Electron Ltd. | JP |
| RECRUIT HOLDINGS | JP |
| Fast Retailing Co. Ltd. | JP |
| SUBARU CORPORATION | JP |
| Chugai Pharmaceutical Co. Ltd. | JP |
| Shin-Etsu Chemical Co. Ltd. | JP |
| Nintendo Co. Ltd. | JP |
| Inpex Corp. | JP |
| Makita Corp. | JP |
| Nitto Denko Corp. | JP |
Zoom
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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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 Volatility
0.12%