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
SA6JVAV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0539523370
Last Value
191.59
-1.77 (-0.92%)
As of
CETWeek to Week Change
1.75%
52 Week Change
18.19%
Year to Date Change
7.77%
Daily Low
191.59
Daily High
191.59
52 Week Low
159.97 — 4 Oct 2023
52 Week High
199.11 — 9 Apr 2024
Top 10 Components
Central Japan Railway Co. | JP |
RENESAS ELECTRONICS | JP |
Mitsui & Co. Ltd. | JP |
Honda Motor Co. Ltd. | JP |
Orix Corp. | JP |
PANASONIC HOLDINGS | JP |
Nissan Motor Co. Ltd. | JP |
JFE Holdings Inc. | JP |
Inpex Corp. | JP |
NIPPON STEEL | JP |
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Low
High
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