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
SA6JSZL
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523909
Last Value
166.94
+0.37 (+0.22%)
As of
CETWeek to Week Change
0.40%
52 Week Change
5.62%
Year to Date Change
3.79%
Daily Low
165.55
Daily High
167.03
52 Week Low
144.91 — 26 Oct 2023
52 Week High
174.28 — 22 Mar 2024
Top 10 Components
Toyota Industries Corp. | JP |
FUJI ELECTRIC | JP |
Yokogawa Electric Corp. | JP |
Toyo Suisan Kaisha Ltd. | JP |
Uni-Charm Corp. | JP |
Fukuoka Financial Group Inc. | JP |
Fujikura Ltd. | JP |
Sojitz Corp. | JP |
JAPAN POST BANK | JP |
Kurita Water Industries Ltd. | JP |
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Low
High
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