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
SA6JSZP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539524063
Last Value
200.98
+0.10 (+0.05%)
As of
CETWeek to Week Change
1.46%
52 Week Change
4.60%
Year to Date Change
3.27%
Daily Low
199.47
Daily High
201.33
52 Week Low
171.15 — 5 Aug 2024
52 Week High
213.36 — 22 Mar 2024
Top 10 Components
Terumo Corp. | JP |
Toyota Industries Corp. | JP |
Yokogawa Electric Corp. | JP |
Toyo Suisan Kaisha Ltd. | JP |
Uni-Charm Corp. | JP |
FUJI ELECTRIC | JP |
JAPAN POST BANK | JP |
Fukuoka Financial Group Inc. | JP |
KDX REALTY INVESTMENT CORPORATION | JP |
Japan Metropolitan Fund Invest | JP |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€321.4
+1.28
1Y Return
14.71%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor
€722.99
+4.24
1Y Return
24.45%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum
$421.46
+4.07
1Y Return
49.53%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$407.75
+3.96
1Y Return
45.75%
1Y Volatility
0.15%
STOXX® Europe 600 Ax Size
€206.86
+0.88
1Y Return
11.91%
1Y Volatility
0.12%