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
SA6JSZGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524279
Last Value
265.93
-0.45 (-0.17%)
As of
CETWeek to Week Change
-0.44%
52 Week Change
-1.32%
Year to Date Change
-1.63%
Daily Low
265.93
Daily High
265.93
52 Week Low
219.14 — 5 Aug 2024
52 Week High
275.81 — 3 Dec 2024
Top 10 Components
Terumo Corp. | JP |
Toyota Industries Corp. | JP |
Toyo Suisan Kaisha Ltd. | JP |
Yokogawa Electric Corp. | JP |
JAPAN POST BANK | JP |
Fukuoka Financial Group Inc. | JP |
Japan Metropolitan Fund Invest | JP |
KDX REALTY INVESTMENT CORPORATION | JP |
FOOD & LIFE COMPANIES | JP |
Sojitz Corp. | JP |
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