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
SA6JVAGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523396
Last Value
236.6
-2.83 (-1.18%)
As of
CETDaily Low
236.6
Daily High
236.6
Top 10 Components
Central Japan Railway Co. | JP |
PANASONIC HOLDINGS | JP |
SUBARU CORPORATION | JP |
MS&AD Insurance Group Holdings | JP |
NIPPON STEEL | JP |
RENESAS ELECTRONICS | JP |
JFE Holdings Inc. | JP |
SONY GROUP CORP. | JP |
Honda Motor Co. Ltd. | JP |
Nissan Motor Co. Ltd. | JP |
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