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
SA6JVAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539522976
Last Value
170.61
-0.04 (-0.02%)
As of
CETWeek to Week Change
-3.56%
52 Week Change
-3.28%
Year to Date Change
-5.33%
Daily Low
170.61
Daily High
171.89
52 Week Low
155.4199 — 5 Aug 2024
52 Week High
193.45 — 12 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
MS&AD Insurance Group Holdings | JP |
SUBARU CORPORATION | JP |
PANASONIC HOLDINGS | JP |
NIPPON STEEL | JP |
RENESAS ELECTRONICS | JP |
JFE Holdings Inc. | JP |
Honda Motor Co. Ltd. | JP |
Orix Corp. | JP |
Nissan Motor Co. Ltd. | JP |
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