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
SA6JSZGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524139
Bloomberg
SA6JSZGV INDEX
Last Value
209.72
-0.68 (-0.32%)
As of
CETWeek to Week Change
1.55%
52 Week Change
3.07%
Year to Date Change
3.07%
Daily Low
209.72
Daily High
209.72
52 Week Low
181.7 — 5 Aug 2024
52 Week High
225.68 — 27 Sep 2024
Top 10 Components
Terumo Corp. | JP |
Toyota Industries Corp. | JP |
Toyo Suisan Kaisha Ltd. | JP |
JAPAN POST BANK | JP |
Yokogawa Electric Corp. | JP |
Fukuoka Financial Group Inc. | JP |
USS Co. Ltd. | JP |
Japan Metropolitan Fund Invest | JP |
KDX REALTY INVESTMENT CORPORATION | JP |
AZBIL CORP. | JP |
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