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
SA6JSZV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523990
Last Value
202.42
-0.81 (-0.40%)
As of
CETWeek to Week Change
2.04%
52 Week Change
6.06%
Year to Date Change
3.97%
Daily Low
202.42
Daily High
202.42
52 Week Low
175.05 — 26 Oct 2023
52 Week High
211.14 — 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 |
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Low
High
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