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
328.32
+0.51 (+0.16%)
As of CET
Week to Week Change
2.41%
52 Week Change
46.74%
Year to Date Change
28.93%
Daily Low
328.32
Daily High
328.32
52 Week Low
222.97 — 21 Aug 2025
52 Week High
328.32 — 17 Aug 2026
Top 10 Components
| MS&AD Insurance Group Holdings | JP |
| Central Japan Railway Co. | JP |
| Mitsui O.S.K. Lines Ltd. | JP |
| Honda Motor Co. Ltd. | JP |
| NIPPON STEEL | JP |
| Advantest Corp. | JP |
| Sumitomo Corp. | JP |
| Nomura Holdings Inc. | JP |
| MEBUKI FINANCIAL GROUP | JP |
| ANA HOLDINGS | JP |
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Low
High
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