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
358.24
-2.17 (-0.60%)
As of CET
Week to Week Change
-2.87%
52 Week Change
27.78%
Year to Date Change
24.48%
Daily Low
358.24
Daily High
358.24
52 Week Low
270.54 — 14 Oct 2025
52 Week High
372.13 — 22 Jun 2026
Top 10 Components
| Canon Inc. | JP |
| OTSUKA HOLDINGS | JP |
| Fukuoka Financial Group Inc. | JP |
| Chiba Bank Ltd. | JP |
| Yokogawa Electric Corp. | JP |
| DAIICHI LIFE GROUP | JP |
| JAPAN POST BANK | JP |
| Sojitz Corp. | JP |
| Toyo Suisan Kaisha Ltd. | JP |
| HORIBA | JP |
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Low
High
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