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 ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA6JEVAP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0539523503
Last Value
144.79
-0.77 (-0.53%)
As of
CETWeek to Week Change
-1.09%
52 Week Change
6.31%
Year to Date Change
10.18%
Daily Low
144.79
Daily High
146.33
52 Week Low
121.7 — 21 Oct 2022
52 Week High
148.63 — 9 Mar 2023
Top 10 Components
RENESAS ELECTRONICS | Technology | JP |
Honda Motor Co. Ltd. | Automobiles and Parts | JP |
Nissan Motor Co. Ltd. | Automobiles and Parts | JP |
Kajima Corp. | Construction and Materials | JP |
SONY GROUP CORP. | Consumer Products and Services | JP |
Mazda Motor Corp. | Automobiles and Parts | JP |
AISIN | Automobiles and Parts | JP |
Mitsui Chemicals Inc. | Chemicals | JP |
Inpex Corp. | Energy | JP |
Toyota Tsusho Corp. | Industrial Goods and Services | JP |
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