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
SA6JVAR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523164
Last Value
226.71
+0.94 (+0.42%)
As of CET
Week to Week Change
0.22%
52 Week Change
8.27%
Year to Date Change
5.40%
Daily Low
226.71
Daily High
226.71
52 Week Low
198.98 — 5 Aug 2024
52 Week High
247.44 — 12 Apr 2024
Top 10 Components
| Central Japan Railway Co. | JP |
| PANASONIC HOLDINGS | JP |
| SUBARU CORPORATION | JP |
| JFE Holdings Inc. | JP |
| RENESAS ELECTRONICS | JP |
| Orix Corp. | JP |
| SONY GROUP CORP. | JP |
| NIPPON STEEL | JP |
| MS&AD Insurance Group Holdings | JP |
| Honda Motor Co. Ltd. | JP |
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Low
High
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STOXX® Europe 600 Ax Size - EUR (Price Return)
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1Y Volatility
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