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
SA6JVAGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523263
Bloomberg
SA6JVAGV INDEX
Last Value
174.62
-20.49 (-10.50%)
As of CET
Week to Week Change
-12.94%
52 Week Change
-0.64%
Year to Date Change
-7.01%
Daily Low
174.62
Daily High
174.62
52 Week Low
168.94 — 4 Oct 2023
52 Week High
210.7 — 17 Jul 2024
Top 10 Components
| Central Japan Railway Co. | JP |
| PANASONIC HOLDINGS | JP |
| JFE Holdings Inc. | JP |
| SUBARU CORPORATION | JP |
| RENESAS ELECTRONICS | JP |
| Orix Corp. | JP |
| TOKYO ELECTRIC POWER CO. HLDG. | JP |
| MS&AD Insurance Group Holdings | JP |
| Honda Motor Co. Ltd. | JP |
| NIPPON STEEL | JP |
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Low
High
Featured indices
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
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STOXX® Europe 600 Ax Size - EUR (Price Return)
€199.31
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1Y Return
11.55%
1Y Volatility
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