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
167.83
-0.76 (-0.45%)
As of
CETWeek to Week Change
-1.08%
52 Week Change
30.92%
Year to Date Change
27.71%
Daily Low
166.22
Daily High
168.73
52 Week Low
121.7 — 21 Oct 2022
52 Week High
171.23 — 19 Sep 2023
Top 10 Components
Honda Motor Co. Ltd. | Automobiles and Parts | JP |
RENESAS ELECTRONICS | Technology | JP |
Chubu Electric Power Co. Inc. | Utilities | JP |
Nissan Motor Co. Ltd. | Automobiles and Parts | JP |
Mazda Motor Corp. | Automobiles and Parts | JP |
Inpex Corp. | Energy | JP |
AISIN | Automobiles and Parts | JP |
Kajima Corp. | Construction and Materials | JP |
Toyota Tsusho Corp. | Industrial Goods and Services | JP |
JFE Holdings Inc. | Basic Resources | JP |
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