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
SA6JSZR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539524212
Last Value
242.15
-1.69 (-0.69%)
As of CET
Week to Week Change
0.51%
52 Week Change
6.83%
Year to Date Change
2.79%
Daily Low
242.15
Daily High
242.15
52 Week Low
219.6 — 23 Oct 2023
52 Week High
259.45 — 12 Apr 2024
Top 10 Components
| Terumo Corp. | JP |
| Toyota Industries Corp. | JP |
| Yokogawa Electric Corp. | JP |
| Toyo Suisan Kaisha Ltd. | JP |
| FUJI ELECTRIC | JP |
| JAPAN POST BANK | JP |
| Fukuoka Financial Group Inc. | JP |
| USS Co. Ltd. | JP |
| Japan Metropolitan Fund Invest | JP |
| AZBIL CORP. | JP |
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Low
High
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